+8.7%
TEAM vs WOLF
+44.0%
-35.3%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | 0.0% |
| 7D | -5.2% | -8.6% | +3.4% | -5.1% |
| 30D | +15.8% | -18.3% | +34.0% | +16.0% |
| 3M | +101.5% | -43.1% | +144.5% | +101.3% |
| 6M | +138.2% | +42.4% | +95.8% | +126.4% |
| YTD | +10.8% | +48.9% | -38.0% | +5.7% |
| All | +8.7% | +44.0% | -35.3% | +3.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling