+83.5%
TER vs WOLF
+45.1%
+38.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +9.8% | +2.9% | +9.5% |
| 7D | -5.8% | +25.3% | -31.0% | -12.4% |
| 30D | -38.9% | -14.7% | -24.2% | -36.1% |
| 3M | -35.1% | -20.5% | -14.6% | -31.1% |
| 6M | -31.6% | -43.9% | +12.4% | -22.4% |
| YTD | +27.2% | +50.0% | -22.8% | +12.7% |
| 1Y | +35.2% | +45.5% | -10.3% | +19.8% |
| All | +83.5% | +45.1% | +38.4% | +64.0% |
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 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