-0.4%
U vs WOLF
+60.4%
-60.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.5% |
| 7D | +4.5% | +9.8% | -5.3% | +3.8% |
| 30D | -0.6% | -12.1% | +11.6% | +0.1% |
| 3M | +48.4% | -47.9% | +96.3% | +51.4% |
| 6M | +115.4% | +74.3% | +41.1% | +99.5% |
| YTD | -3.2% | +65.9% | -69.1% | -9.3% |
| All | -0.4% | +60.4% | -60.9% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling