-22.8%
PYPL vs WOLF
+60.4%
-83.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.9% | -5.1% | -3.3% |
| 7D | +1.7% | +9.8% | -8.0% | +1.6% |
| 30D | -9.7% | -12.1% | +2.4% | -9.6% |
| 3M | +29.2% | -47.9% | +77.1% | +31.2% |
| 6M | +13.9% | +74.3% | -60.4% | +7.4% |
| YTD | -8.1% | +65.9% | -74.0% | -13.3% |
| All | -22.8% | +60.4% | -83.3% | -26.5% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling