+42.4%
WELL vs WOLF
+45.1%
-2.7%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.8% | -8.8% | +1.2% |
| 7D | +3.5% | +25.3% | -21.8% | +4.1% |
| 30D | +9.7% | -14.7% | +24.4% | +9.6% |
| 3M | +4.8% | -20.5% | +25.3% | +4.7% |
| 6M | +16.1% | -43.9% | +60.0% | +15.8% |
| YTD | +34.7% | +50.0% | -15.3% | +33.0% |
| 1Y | +31.9% | +45.5% | -13.6% | +30.6% |
| All | +42.4% | +45.1% | -2.7% | +39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling