+23.1%
Q vs WOLF
-19.7%
+42.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +16.8% | -10.5% | +2.1% |
| 7D | +0.3% | +8.2% | -8.0% | -1.9% |
| 30D | -9.8% | -24.2% | +14.4% | -4.5% |
| 3M | -12.2% | -13.8% | +1.6% | -11.2% |
| 6M | -21.6% | -44.8% | +23.2% | -14.5% |
| YTD | +43.6% | +36.6% | +6.9% | +23.2% |
| 1Y | +25.7% | +27.6% | -1.9% | +8.4% |
| All | +23.1% | -19.7% | +42.7% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling