-57.4%
QS vs WOLF
+44.0%
-101.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.0% | +1.3% |
| 7D | -3.6% | -8.6% | +4.9% | -1.7% |
| 30D | -17.2% | -18.3% | +1.0% | -13.8% |
| 3M | -27.0% | -43.1% | +16.1% | -19.4% |
| 6M | -24.6% | +42.4% | -67.0% | -25.0% |
| YTD | -49.3% | +48.9% | -98.2% | -49.8% |
| All | -57.4% | +44.0% | -101.4% | -55.5% |
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