+24.8%
RTX vs WOLF
+53.8%
-28.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | +0.5% |
| 7D | +1.4% | +21.5% | -20.0% | +1.5% |
| 30D | +7.8% | -1.2% | +9.1% | +7.9% |
| 3M | -9.8% | -8.2% | -1.6% | -9.8% |
| 6M | +13.5% | -45.0% | +58.5% | +14.1% |
| YTD | +10.9% | +59.0% | -48.0% | +9.5% |
| 1Y | +14.0% | +59.1% | -45.1% | +12.2% |
| All | +24.8% | +53.8% | -28.9% | +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 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