-3.9%
RMD vs WOLF
+29.9%
-33.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.3% | +6.6% | +0.1% |
| 7D | +2.1% | +4.4% | -2.3% | +2.2% |
| 30D | +2.1% | +1.0% | +1.1% | +2.3% |
| 3M | +6.2% | -21.2% | +27.4% | +5.9% |
| 6M | +19.4% | -60.3% | +79.7% | +19.3% |
| YTD | +0.5% | +42.6% | -42.1% | +0.5% |
| 1Y | -3.9% | +36.5% | -40.5% | -4.0% |
| All | -3.9% | +29.9% | -33.8% | -4.0% |
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