-11.6%
PLTR vs WOLF
+45.6%
-57.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -3.8% | +17.0% | -20.7% | -5.3% |
| 30D | -19.2% | -14.3% | -4.9% | -18.7% |
| 3M | -3.7% | -10.5% | +6.8% | -3.9% |
| 6M | +22.5% | -43.7% | +66.2% | +21.8% |
| YTD | -5.0% | +50.7% | -55.7% | -15.0% |
| All | -11.6% | +45.6% | -57.2% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WOLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling