-17.8%
RMBS vs WOLF
+57.5%
-75.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.6% | -4.3% | -0.3% |
| 7D | -0.3% | +9.7% | -10.0% | -3.1% |
| 30D | -12.2% | +12.5% | -24.7% | -16.0% |
| 3M | -49.5% | -57.7% | +8.2% | -38.4% |
| 6M | -7.1% | +37.7% | -44.8% | -13.5% |
| YTD | -7.0% | +62.8% | -69.8% | -15.7% |
| All | -17.8% | +57.5% | -75.3% | -23.9% |
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