-7.4%
T vs WOLF
+53.6%
-61.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.5% | -4.1% | +1.7% |
| 7D | +2.0% | +21.5% | -19.5% | +3.1% |
| 30D | -1.0% | -1.2% | +0.2% | -0.7% |
| 3M | -8.1% | -8.2% | 0.0% | -7.8% |
| 6M | -8.3% | -45.0% | +36.7% | -8.5% |
| YTD | -6.1% | +59.0% | -65.1% | -2.1% |
| 1Y | -7.4% | +59.1% | -66.5% | -3.7% |
| All | -7.4% | +53.6% | -61.0% | -3.7% |
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