-24.3%
PYPL vs WOLF
+51.6%
-75.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.5% | +3.6% | -1.8% |
| 7D | -4.3% | +2.4% | -6.7% | -4.4% |
| 30D | -11.5% | -6.9% | -4.6% | -11.4% |
| 3M | +26.1% | -44.1% | +70.2% | +27.6% |
| 6M | +13.7% | +53.6% | -39.9% | +7.6% |
| YTD | -9.8% | +56.7% | -66.5% | -14.9% |
| All | -24.3% | +51.6% | -75.8% | -27.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling