+33.6%
TER vs WOLF
+40.4%
-6.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.4% |
| 7D | -8.9% | +17.0% | -25.9% | -14.0% |
| 30D | -39.1% | -14.3% | -24.7% | -36.1% |
| 3M | -32.8% | -10.5% | -22.3% | -30.8% |
| 6M | -31.7% | -43.7% | +12.0% | -21.8% |
| YTD | +26.9% | +50.7% | -23.7% | +5.2% |
| 1Y | +33.6% | +46.7% | -13.1% | +10.0% |
| All | +33.6% | +40.4% | -6.8% | +10.0% |
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