-70.3%
QS vs WOLF
+37.9%
-108.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.3% | +1.2% | -3.7% |
| 7D | -14.0% | +4.4% | -18.4% | -14.9% |
| 30D | -6.4% | +1.0% | -7.4% | -7.3% |
| 3M | -40.3% | -21.2% | -19.1% | -38.3% |
| 6M | -57.5% | -60.3% | +2.8% | -51.3% |
| YTD | -64.7% | +42.6% | -107.3% | -65.2% |
| 1Y | -72.9% | +36.5% | -109.4% | -73.2% |
| All | -70.3% | +37.9% | -108.2% | -69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling