-0.8%
TOST vs WOLF
-3.0%
+2.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.8% | +5.5% |
| 7D | +10.7% | -14.5% | +25.2% | +10.6% |
| 30D | +17.7% | -32.0% | +49.8% | +17.2% |
| 3M | +4.6% | -15.8% | +20.4% | +4.6% |
| 6M | +20.3% | -36.6% | +56.9% | +15.5% |
| YTD | -0.4% | +30.9% | -31.3% | -9.3% |
| 1Y | -0.8% | +4.1% | -4.8% | -9.8% |
| All | -0.8% | -3.0% | +2.3% | -9.8% |
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