-38.6%
TSCO vs WOLF
+51.6%
-90.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.5% | +1.9% | -3.7% |
| 7D | -2.5% | +2.4% | -4.8% | -2.4% |
| 30D | -1.1% | -6.9% | +5.8% | -1.1% |
| 3M | +14.3% | -44.1% | +58.3% | +14.2% |
| 6M | -31.9% | +53.6% | -85.5% | -35.1% |
| YTD | -30.7% | +56.7% | -87.4% | -34.3% |
| All | -38.6% | +51.6% | -90.1% | -41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling