+88.5%
WDC vs WOLF
+29.9%
+58.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -6.3% | +1.3% | -3.3% |
| 7D | +12.1% | +4.4% | +7.7% | +11.0% |
| 30D | -18.8% | +1.0% | -19.8% | -19.0% |
| 3M | -39.3% | -21.2% | -18.1% | -36.7% |
| 6M | -40.1% | -60.3% | +20.2% | -30.1% |
| YTD | +71.8% | +42.6% | +29.2% | +43.2% |
| 1Y | +88.5% | +36.5% | +52.0% | +58.1% |
| All | +88.5% | +29.9% | +58.6% | +58.1% |
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 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