+401.8%
REPL vs WOLF
+53.8%
+348.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +5.5% | -12.0% | -6.5% |
| 7D | +5.3% | +21.5% | -16.2% | +4.9% |
| 30D | +66.6% | -1.2% | +67.9% | +66.0% |
| 3M | +59.6% | -8.2% | +67.7% | +58.8% |
| 6M | +482.4% | -45.0% | +527.3% | +454.6% |
| YTD | +124.1% | +59.0% | +65.1% | +128.4% |
| 1Y | +138.6% | +59.1% | +79.5% | +146.0% |
| All | +401.8% | +53.8% | +348.1% | +445.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling