-20.4%
PYPL vs WOLF
+57.5%
-77.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.6% | -8.9% | -3.4% |
| 7D | +2.4% | +9.7% | -7.2% | +2.2% |
| 30D | -5.1% | +12.5% | -17.7% | -5.5% |
| 3M | +28.6% | -57.7% | +86.3% | +31.6% |
| 6M | +17.9% | +37.7% | -19.7% | +12.2% |
| YTD | -5.3% | +62.8% | -68.1% | -10.6% |
| All | -20.4% | +57.5% | -77.9% | -24.2% |
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