+19.3%
QLD vs WOLF
+47.3%
-28.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | +0.2% |
| 7D | +12.5% | +30.2% | -17.7% | +6.6% |
| 30D | -15.7% | -7.2% | -8.5% | -15.0% |
| 3M | -11.9% | -16.4% | +4.5% | -10.4% |
| 6M | -10.3% | -50.7% | +40.4% | -3.7% |
| YTD | +15.6% | +52.3% | -36.7% | +2.8% |
| 1Y | +12.1% | +35.6% | -23.5% | +0.6% |
| All | +19.3% | +47.3% | -28.0% | +8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling