+40.4%
RY vs WOLF
+53.6%
-13.2%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -5.0% | +0.3% |
| 7D | -3.0% | +21.5% | -24.4% | -3.8% |
| 30D | +6.3% | -1.2% | +7.5% | +6.1% |
| 3M | -2.6% | -8.2% | +5.6% | -2.7% |
| 6M | +13.9% | -45.0% | +58.9% | +14.7% |
| YTD | +21.7% | +59.0% | -37.3% | +16.0% |
| 1Y | +40.4% | +59.1% | -18.6% | +33.7% |
| All | +40.4% | +53.6% | -13.2% | +33.7% |
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