+155.6%
REPL vs WOLF
+39.8%
+115.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.8% | -6.8% | +2.6% |
| 7D | +14.2% | +25.3% | -11.1% | +13.2% |
| 30D | +65.9% | -14.7% | +80.5% | +65.6% |
| 3M | +84.6% | -20.5% | +105.1% | +83.9% |
| 6M | +446.9% | -43.9% | +490.9% | +415.3% |
| YTD | +129.0% | +50.0% | +79.0% | +114.7% |
| All | +155.6% | +39.8% | +115.7% | +144.8% |
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