+48.0%
WBD vs WOLF
+51.6%
-3.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | -0.7% |
| 7D | -1.7% | +2.4% | -4.1% | -1.7% |
| 30D | +3.9% | -6.9% | +10.8% | +3.9% |
| 3M | +5.1% | -44.1% | +49.2% | +5.3% |
| 6M | +0.6% | +53.6% | -53.0% | -0.3% |
| YTD | -3.2% | +56.7% | -59.8% | -4.0% |
| All | +48.0% | +51.6% | -3.6% | +46.1% |
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 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