-52.1%
RUN vs WOLF
+47.3%
-99.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.2% | -1.8% | -5.5% |
| 7D | -13.7% | +30.2% | -43.9% | -17.0% |
| 30D | +9.4% | -7.2% | +16.6% | +9.7% |
| 3M | -13.4% | -16.4% | +3.0% | -12.5% |
| 6M | -39.6% | -50.7% | +11.1% | -35.9% |
| YTD | -53.7% | +52.3% | -106.0% | -58.1% |
| 1Y | -56.2% | +35.6% | -91.8% | -60.2% |
| All | -52.1% | +47.3% | -99.4% | -55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling