+93.9%
PSX vs WOLF
+60.4%
+33.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.7% |
| 7D | +2.8% | +9.8% | -6.9% | +3.2% |
| 30D | +27.8% | -12.1% | +39.9% | +27.3% |
| 3M | +42.0% | -47.9% | +89.9% | +39.4% |
| 6M | +58.1% | +74.3% | -16.2% | +58.7% |
| YTD | +105.0% | +65.9% | +39.1% | +105.4% |
| All | +93.9% | +60.4% | +33.5% | +95.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling