-16.4%
RMBS vs WOLF
+60.4%
-76.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.1% |
| 7D | +3.0% | +9.8% | -6.8% | +0.2% |
| 30D | -14.4% | -12.1% | -2.3% | -11.6% |
| 3M | -42.8% | -47.9% | +5.0% | -33.8% |
| 6M | -1.4% | +74.3% | -75.7% | -11.3% |
| YTD | -5.4% | +65.9% | -71.3% | -14.8% |
| All | -16.4% | +60.4% | -76.9% | -23.1% |
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