+9.5%
WM vs WOLF
+32.2%
-22.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +16.8% | -18.9% | -1.2% |
| 7D | +1.2% | +8.2% | -7.0% | +1.8% |
| 30D | +13.1% | -24.2% | +37.2% | +12.2% |
| 3M | +3.6% | -13.8% | +17.4% | +3.8% |
| 6M | +8.1% | -44.8% | +52.9% | +7.4% |
| YTD | +8.9% | +36.6% | -27.7% | +9.5% |
| 1Y | +20.3% | +27.6% | -7.2% | +20.8% |
| All | +9.5% | +32.2% | -22.7% | +9.0% |
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