+1.0%
WM vs WOLF
+57.5%
-56.5%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.6% | -6.9% | -1.0% |
| 7D | -0.3% | +9.7% | -10.0% | +0.1% |
| 30D | -2.4% | +12.5% | -14.9% | -1.7% |
| 3M | +0.4% | -57.7% | +58.1% | -0.9% |
| 6M | -9.5% | +37.7% | -47.2% | -9.1% |
| YTD | +0.5% | +62.8% | -62.3% | +1.2% |
| All | +1.0% | +57.5% | -56.5% | +0.7% |
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