+166.2%
TER vs WOLF
+57.5%
+108.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.6% | -0.2% | +3.8% |
| 7D | +0.6% | +9.7% | -9.1% | -2.2% |
| 30D | -8.3% | +12.5% | -20.9% | -12.4% |
| 3M | -12.2% | -57.7% | +45.5% | +7.2% |
| 6M | +17.0% | +37.7% | -20.7% | +5.3% |
| YTD | +84.6% | +62.8% | +21.8% | +60.4% |
| All | +166.2% | +57.5% | +108.7% | +133.4% |
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