+6.2%
WFC vs WOLF
+60.4%
-54.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.3% |
| 7D | +1.1% | +9.8% | -8.7% | +0.9% |
| 30D | +0.8% | -12.1% | +13.0% | +1.0% |
| 3M | +9.3% | -47.9% | +57.2% | +9.9% |
| 6M | +10.6% | +74.3% | -63.7% | +5.5% |
| YTD | -4.1% | +65.9% | -70.0% | -8.2% |
| All | +6.2% | +60.4% | -54.3% | +1.5% |
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 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