-39.6%
RUN vs WOLF
-46.2%
+6.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.2% | -1.8% | -5.4% |
| 7D | -13.7% | +30.2% | -43.9% | -17.6% |
| 30D | +9.4% | -7.2% | +16.6% | +10.1% |
| 3M | -13.4% | -16.4% | +3.0% | -12.0% |
| 6M | -39.6% | -50.7% | +11.1% | -34.6% |
| All | -39.6% | -46.2% | +6.6% | -34.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling