+7.0%
WMB vs WOLF
+45.1%
-38.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.8% | -6.1% | +3.5% |
| 7D | -6.7% | +25.3% | -31.9% | -7.1% |
| 30D | -8.6% | -14.7% | +6.1% | -8.5% |
| 3M | -4.9% | -20.5% | +15.6% | -5.0% |
| 6M | -6.3% | -43.9% | +37.6% | -5.8% |
| YTD | +13.0% | +50.0% | -37.0% | +13.2% |
| 1Y | +14.9% | +45.5% | -30.6% | +15.7% |
| All | +7.0% | +45.1% | -38.1% | +6.7% |
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 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