+32.4%
PWR vs WOLF
-3.0%
+35.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +1.7% | -13.3% | -12.0% |
| 7D | -4.4% | -14.5% | +10.1% | -1.9% |
| 30D | -15.1% | -32.0% | +17.0% | -9.7% |
| 3M | -16.2% | -15.8% | -0.5% | -15.2% |
| 6M | -23.3% | -36.6% | +13.2% | -22.1% |
| YTD | +37.6% | +30.9% | +6.7% | +22.6% |
| 1Y | +32.4% | +4.1% | +28.3% | +19.8% |
| All | +32.4% | -3.0% | +35.4% | +19.8% |
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