-40.1%
WDC vs WOLF
-62.7%
+22.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -6.3% | +1.3% | -2.9% |
| 7D | +12.1% | +4.4% | +7.7% | +10.7% |
| 30D | -18.8% | +1.0% | -19.8% | -19.1% |
| 3M | -39.3% | -21.2% | -18.1% | -36.2% |
| 6M | -40.1% | -60.3% | +20.2% | -26.5% |
| All | -40.1% | -62.7% | +22.6% | -26.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling