-54.3%
RUN vs WOLF
+29.9%
-84.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.3% | +7.6% | +2.3% |
| 7D | -13.5% | +4.4% | -17.9% | -14.2% |
| 30D | +18.3% | +1.0% | +17.3% | +16.9% |
| 3M | -12.5% | -21.2% | +8.7% | -10.6% |
| 6M | -40.3% | -60.3% | +20.0% | -34.0% |
| YTD | -53.1% | +42.6% | -95.7% | -59.2% |
| 1Y | -54.3% | +36.5% | -90.8% | -60.1% |
| All | -54.3% | +29.9% | -84.1% | -60.1% |
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 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