+19.4%
RF vs WOLF
+57.5%
-38.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.6% | -5.7% | -0.2% |
| 7D | +1.3% | +9.7% | -8.4% | +1.1% |
| 30D | -3.6% | +12.5% | -16.2% | -3.9% |
| 3M | +8.1% | -57.7% | +65.8% | +10.0% |
| 6M | +11.5% | +37.7% | -26.2% | +7.1% |
| YTD | +15.6% | +62.8% | -47.3% | +10.5% |
| All | +19.4% | +57.5% | -38.1% | +13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling