-57.8%
QS vs WOLF
+51.6%
-109.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -5.5% | -1.1% | -5.4% |
| 7D | -4.2% | +2.4% | -6.6% | -4.7% |
| 30D | -15.7% | -6.9% | -8.8% | -14.7% |
| 3M | -28.7% | -44.1% | +15.4% | -21.3% |
| 6M | -23.2% | +53.6% | -76.8% | -24.6% |
| YTD | -49.9% | +56.7% | -106.6% | -50.9% |
| All | -57.8% | +51.6% | -109.4% | -56.5% |
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 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