-4.5%
T vs WOLF
+60.4%
-64.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.2% |
| 7D | -1.5% | +9.8% | -11.3% | -1.2% |
| 30D | +7.6% | -12.1% | +19.7% | +7.3% |
| 3M | +15.3% | -47.9% | +63.2% | +14.2% |
| 6M | -8.5% | +74.3% | -82.8% | -6.9% |
| YTD | +6.8% | +65.9% | -59.1% | +8.3% |
| All | -4.5% | +60.4% | -64.9% | -2.8% |
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