+21.8%
RTX vs WOLF
+45.1%
-23.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.8% | -6.2% | +3.6% |
| 7D | -3.2% | +25.3% | -28.5% | -3.1% |
| 30D | +5.6% | -14.7% | +20.2% | +5.6% |
| 3M | -11.7% | -20.5% | +8.8% | -11.7% |
| 6M | +12.3% | -43.9% | +56.3% | +12.7% |
| YTD | +8.2% | +50.0% | -41.8% | +6.8% |
| 1Y | +12.6% | +45.5% | -32.9% | +10.8% |
| All | +21.8% | +45.1% | -23.4% | +20.1% |
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