+33.8%
Q vs WOLF
+52.0%
-18.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.2% | +1.2% | -1.9% |
| 7D | +11.5% | +30.2% | -18.7% | +3.7% |
| 30D | -0.2% | -7.2% | +7.0% | +0.7% |
| 3M | -13.6% | -16.4% | +2.8% | -11.6% |
| 6M | -27.0% | -50.7% | +23.6% | -18.4% |
| YTD | +50.5% | +52.3% | -1.7% | +17.4% |
| 1Y | +33.8% | +35.6% | -1.8% | +7.4% |
| All | +33.8% | +52.0% | -18.2% | +7.4% |
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