+17.2%
U vs WOLF
+45.7%
-28.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | +24.4% | +17.0% | +7.4% | +22.3% |
| 30D | +7.4% | -14.3% | +21.7% | +8.4% |
| 3M | +16.8% | -10.5% | +27.3% | +16.8% |
| 6M | +78.8% | -43.7% | +122.5% | +79.1% |
| YTD | +14.0% | +50.7% | -36.7% | +7.0% |
| 1Y | +16.7% | +46.7% | -30.0% | +10.1% |
| All | +17.2% | +45.7% | -28.5% | +11.3% |
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