+64.7%
WAT vs WOLF
+45.1%
+19.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.8% | -5.6% | +3.8% |
| 7D | +6.0% | +25.3% | -19.2% | +5.1% |
| 30D | +9.9% | -14.7% | +24.6% | +10.1% |
| 3M | +17.2% | -20.5% | +37.7% | +17.4% |
| 6M | +34.2% | -43.9% | +78.2% | +34.0% |
| YTD | +25.5% | +50.0% | -24.5% | +16.7% |
| 1Y | +28.3% | +45.5% | -17.3% | +19.2% |
| All | +64.7% | +45.1% | +19.6% | +53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling