-25.6%
QID vs WOLF
+37.9%
-63.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.3% | +8.9% | +1.3% |
| 7D | -7.1% | +4.4% | -11.5% | -6.0% |
| 30D | +12.6% | +1.0% | +11.6% | +15.2% |
| 3M | +14.2% | -21.2% | +35.4% | +13.6% |
| 6M | +6.2% | -60.3% | +66.5% | +0.2% |
| YTD | -21.8% | +42.6% | -64.4% | -7.6% |
| 1Y | -23.1% | +36.5% | -59.6% | -9.1% |
| All | -25.6% | +37.9% | -63.6% | -13.3% |
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