+25.2%
UAL vs WOLF
+39.8%
-14.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +9.8% | -3.0% | +5.5% |
| 7D | +10.2% | +25.3% | -15.1% | +6.9% |
| 30D | +12.0% | -14.7% | +26.7% | +13.5% |
| 3M | -7.1% | -20.5% | +13.4% | -5.7% |
| 6M | +20.9% | -43.9% | +64.8% | +21.4% |
| YTD | +7.7% | +50.0% | -42.4% | -12.6% |
| All | +25.2% | +39.8% | -14.6% | +0.4% |
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