+57.5%
TECK vs WOLF
-3.0%
+60.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +4.0% |
| 7D | +2.3% | -14.5% | +16.7% | +4.6% |
| 30D | -5.0% | -32.0% | +27.0% | +0.2% |
| 3M | -0.3% | -15.8% | +15.5% | +0.5% |
| 6M | +13.9% | -36.6% | +50.4% | +16.4% |
| YTD | +35.2% | +30.9% | +4.3% | +19.4% |
| 1Y | +57.5% | +4.1% | +53.5% | +43.6% |
| All | +57.5% | -3.0% | +60.6% | +43.6% |
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