+4.8%
WMT vs WOLF
+57.5%
-52.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.6% | -6.8% | -1.1% |
| 7D | +3.9% | +9.7% | -5.7% | +4.0% |
| 30D | -4.4% | +12.5% | -16.9% | -4.1% |
| 3M | -8.8% | -57.7% | +48.9% | -9.0% |
| 6M | -15.6% | +37.7% | -53.3% | -16.8% |
| YTD | -3.2% | +62.8% | -66.1% | -4.8% |
| All | +4.8% | +57.5% | -52.7% | +3.3% |
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