+41.1%
PWR vs WOLF
+29.9%
+11.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.3% | +5.7% | +0.6% |
| 7D | +11.3% | +4.4% | +6.9% | +10.4% |
| 30D | -8.9% | +1.0% | -9.9% | -9.5% |
| 3M | -10.5% | -21.2% | +10.7% | -8.1% |
| 6M | -22.2% | -60.3% | +38.2% | -15.4% |
| YTD | +42.7% | +42.6% | +0.1% | +24.5% |
| 1Y | +41.1% | +36.5% | +4.6% | +23.4% |
| All | +41.1% | +29.9% | +11.3% | +23.4% |
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