+11.1%
RDW vs WOLF
-3.0%
+14.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.6% | -5.6% |
| 7D | -14.3% | -14.5% | +0.1% | -8.6% |
| 30D | -26.0% | -32.0% | +6.0% | -13.7% |
| 3M | -27.4% | -15.8% | -11.6% | -24.7% |
| 6M | -10.6% | -36.6% | +25.9% | +3.9% |
| YTD | +1.6% | +30.9% | -29.3% | -12.1% |
| 1Y | +11.1% | +4.1% | +7.0% | -0.9% |
| All | +11.1% | -3.0% | +14.1% | -0.9% |
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