+113.2%
WDC vs WOLF
-3.0%
+116.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.7% | -8.4% | -7.2% |
| 7D | -18.3% | -14.5% | -3.9% | -15.2% |
| 30D | -26.7% | -32.0% | +5.4% | -19.8% |
| 3M | -40.9% | -15.8% | -25.2% | -40.2% |
| 6M | -26.8% | -36.6% | +9.8% | -21.4% |
| YTD | +88.2% | +30.9% | +57.3% | +65.9% |
| 1Y | +113.2% | +4.1% | +109.1% | +88.6% |
| All | +113.2% | -3.0% | +116.2% | +88.6% |
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