-58.2%
QS vs WOLF
+39.8%
-98.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.7% | +7.0% | +1.0% |
| 7D | -5.0% | -6.2% | +1.3% | -3.6% |
| 30D | -18.3% | -16.5% | -1.8% | -15.3% |
| 3M | -26.0% | -42.0% | +16.0% | -18.4% |
| 6M | -24.0% | +51.8% | -75.9% | -24.5% |
| YTD | -50.3% | +44.6% | -94.9% | -50.4% |
| All | -58.2% | +39.8% | -98.0% | -56.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling