+41.4%
WAT vs WOLF
+57.5%
-16.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.6% | -6.6% | -1.2% |
| 7D | -1.3% | +9.7% | -11.0% | -1.6% |
| 30D | +2.3% | +12.5% | -10.2% | +1.7% |
| 3M | +8.7% | -57.7% | +66.5% | +11.1% |
| 6M | +28.3% | +37.7% | -9.4% | +21.0% |
| YTD | +7.8% | +62.8% | -55.1% | +0.4% |
| All | +41.4% | +57.5% | -16.1% | +32.2% |
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