-53.9%
RUN vs WOLF
-3.0%
-50.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.0% |
| 7D | +18.5% | -14.5% | +32.9% | +21.2% |
| 30D | +15.5% | -32.0% | +47.5% | +22.3% |
| 3M | -20.3% | -15.8% | -4.5% | -19.5% |
| 6M | -30.8% | -36.6% | +5.8% | -28.2% |
| YTD | -52.2% | +30.9% | -83.1% | -56.6% |
| 1Y | -53.9% | +4.1% | -57.9% | -58.3% |
| All | -53.9% | -3.0% | -50.9% | -58.3% |
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