+168.9%
WDC vs WOLF
+53.8%
+115.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.5% | +2.8% | +7.1% |
| 7D | -3.2% | +21.5% | -24.7% | -7.3% |
| 30D | -19.0% | -1.2% | -17.8% | -19.2% |
| 3M | -28.4% | -8.2% | -20.3% | -28.3% |
| 6M | -39.2% | -45.0% | +5.8% | -34.9% |
| YTD | +82.1% | +59.0% | +23.1% | +64.3% |
| 1Y | +84.7% | +59.1% | +25.6% | +66.4% |
| All | +168.9% | +53.8% | +115.1% | +146.6% |
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