-25.0%
QCOM vs WOLF
-43.5%
+18.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.5% | -3.8% | +0.3% |
| 7D | +2.0% | +21.5% | -19.5% | -3.1% |
| 30D | +1.2% | -1.2% | +2.5% | +0.3% |
| 3M | +9.1% | -8.2% | +17.3% | +8.2% |
| 6M | -25.0% | -45.0% | +20.0% | -18.0% |
| All | -25.0% | -43.5% | +18.5% | -18.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling