+25.1%
V vs WOLF
+45.1%
-20.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.8% | -9.9% | +0.1% |
| 7D | -0.8% | +25.3% | -26.1% | -0.2% |
| 30D | +9.5% | -14.7% | +24.2% | +9.3% |
| 3M | +16.7% | -20.5% | +37.2% | +16.4% |
| 6M | +32.9% | -43.9% | +76.9% | +32.1% |
| YTD | +21.1% | +50.0% | -28.9% | +19.8% |
| 1Y | +26.6% | +45.5% | -18.9% | +25.0% |
| All | +25.1% | +45.1% | -20.0% | +23.0% |
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