-15.4%
PYPL vs WOLF
+47.3%
-62.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -1.9% |
| 7D | -1.1% | +30.2% | -31.3% | -1.6% |
| 30D | +3.8% | -7.2% | +11.0% | +3.8% |
| 3M | -1.3% | -16.4% | +15.1% | -1.3% |
| 6M | +29.0% | -50.7% | +79.7% | +30.3% |
| YTD | +0.7% | +52.3% | -51.5% | -5.1% |
| 1Y | -12.3% | +35.6% | -47.9% | -17.2% |
| All | -15.4% | +47.3% | -62.7% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling