-51.5%
RUN vs WOLF
+39.8%
-91.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.7% | +5.8% | -0.7% |
| 7D | -3.4% | -6.2% | +2.9% | -2.4% |
| 30D | -14.0% | -16.5% | +2.5% | -11.9% |
| 3M | -27.5% | -42.0% | +14.6% | -23.2% |
| 6M | -29.0% | +51.8% | -80.8% | -34.5% |
| YTD | -53.1% | +44.6% | -97.7% | -56.7% |
| All | -51.5% | +39.8% | -91.3% | -54.0% |
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 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