-18.0%
TE vs WOLF
+37.9%
-56.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.3% | +3.3% | -0.9% |
| 7D | -19.1% | +4.4% | -23.4% | -20.4% |
| 30D | -34.1% | +1.0% | -35.2% | -34.7% |
| 3M | -60.1% | -21.2% | -38.9% | -57.8% |
| 6M | -66.0% | -60.3% | -5.6% | -58.2% |
| YTD | -71.4% | +42.6% | -114.0% | -74.7% |
| 1Y | -45.3% | +36.5% | -81.8% | -50.5% |
| All | -18.0% | +37.9% | -56.0% | -24.5% |
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