+398.2%
REPL vs WOLF
+32.2%
+366.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +16.8% | -8.9% | +7.7% |
| 7D | +22.8% | +8.2% | +14.5% | +22.6% |
| 30D | +63.8% | -24.2% | +88.0% | +63.2% |
| 3M | +68.1% | -13.8% | +81.9% | +67.9% |
| 6M | +528.5% | -44.8% | +573.3% | +502.3% |
| YTD | +122.4% | +36.6% | +85.8% | +127.3% |
| 1Y | +154.4% | +27.6% | +126.8% | +161.0% |
| All | +398.2% | +32.2% | +366.0% | +442.5% |
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