+5.9%
QCOM vs WOLF
+45.1%
-39.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.8% | -6.1% | +1.7% |
| 7D | +5.8% | +25.3% | -19.5% | +1.2% |
| 30D | -2.3% | -14.7% | +12.4% | -0.2% |
| 3M | +2.7% | -20.5% | +23.2% | +5.1% |
| 6M | -21.0% | -43.9% | +22.9% | -15.3% |
| YTD | +1.8% | +50.0% | -48.2% | -3.8% |
| 1Y | +2.4% | +45.5% | -43.1% | -3.6% |
| All | +5.9% | +45.1% | -39.2% | +0.6% |
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