+24.7%
UAL vs WOLF
+53.6%
-28.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.5% | -7.3% | -2.5% |
| 7D | +2.3% | +21.5% | -19.2% | -0.4% |
| 30D | +13.3% | -1.2% | +14.6% | +12.8% |
| 3M | -6.3% | -8.2% | +1.9% | -6.5% |
| 6M | +22.5% | -45.0% | +67.5% | +23.8% |
| YTD | +5.9% | +59.0% | -53.1% | -14.7% |
| 1Y | +24.7% | +59.1% | -34.4% | +0.1% |
| All | +24.7% | +53.6% | -28.9% | +0.1% |
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