-57.5%
PODD vs WOLF
+44.0%
-101.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -5.0% | -2.0% |
| 7D | -10.5% | -8.6% | -2.0% | -10.5% |
| 30D | -9.0% | -18.3% | +9.2% | -9.1% |
| 3M | -11.5% | -43.1% | +31.5% | -11.6% |
| 6M | -44.7% | +42.4% | -87.2% | -48.1% |
| YTD | -53.6% | +48.9% | -102.5% | -56.6% |
| All | -57.5% | +44.0% | -101.5% | -60.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling