+40.3%
RY vs WOLF
+37.9%
+2.4%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.3% | +6.2% | +0.1% |
| 7D | +0.6% | +4.4% | -3.8% | +0.4% |
| 30D | +5.0% | +1.0% | +4.0% | +4.8% |
| 3M | -5.3% | -21.2% | +15.9% | -4.9% |
| 6M | +13.8% | -60.3% | +74.2% | +15.7% |
| YTD | +21.0% | +42.6% | -21.7% | +17.3% |
| 1Y | +40.5% | +36.5% | +4.0% | +36.2% |
| All | +40.3% | +37.9% | +2.4% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling