+24.3%
W vs WOLF
-3.0%
+27.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.7% | +9.3% | +10.8% |
| 7D | +8.4% | -14.5% | +22.8% | +10.6% |
| 30D | +16.5% | -32.0% | +48.5% | +22.4% |
| 3M | +6.4% | -15.8% | +22.2% | +7.0% |
| 6M | +90.5% | -36.6% | +127.1% | +92.6% |
| YTD | +23.1% | +30.9% | -7.8% | +8.1% |
| 1Y | +24.3% | +4.1% | +20.2% | +10.6% |
| All | +24.3% | -3.0% | +27.3% | +10.6% |
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