+25.5%
QSR vs WOLF
+57.5%
-32.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.6% | -5.7% | 0.0% |
| 7D | +2.4% | +9.7% | -7.2% | +2.7% |
| 30D | +7.6% | +12.5% | -4.9% | +8.2% |
| 3M | +12.6% | -57.7% | +70.4% | +11.0% |
| 6M | +14.4% | +37.7% | -23.3% | +15.1% |
| YTD | +19.6% | +62.8% | -43.2% | +21.1% |
| All | +25.5% | +57.5% | -32.0% | +26.5% |
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 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