-16.4%
RMBS vs WOLF
+44.0%
-60.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +1.0% |
| 7D | +1.8% | -8.6% | +10.3% | +4.3% |
| 30D | -13.9% | -18.3% | +4.4% | -9.3% |
| 3M | -39.8% | -43.1% | +3.3% | -31.5% |
| 6M | -6.0% | +42.4% | -48.4% | -11.6% |
| YTD | -5.4% | +48.9% | -54.2% | -12.1% |
| All | -16.4% | +44.0% | -60.4% | -20.6% |
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