+53.2%
ROST vs WOLF
+44.0%
+9.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.0% | -0.6% | +2.3% |
| 7D | +0.2% | -8.6% | +8.8% | +0.2% |
| 30D | -6.9% | -18.3% | +11.4% | -6.9% |
| 3M | -3.3% | -43.1% | +39.8% | -3.1% |
| 6M | +9.0% | +42.4% | -33.4% | +7.7% |
| YTD | +28.9% | +48.9% | -20.0% | +27.2% |
| All | +53.2% | +44.0% | +9.2% | +50.9% |
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