+4.8%
WMT vs WOLF
+44.0%
-39.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.6% | +1.4% |
| 7D | 0.0% | -8.6% | +8.6% | -0.1% |
| 30D | -7.4% | -18.3% | +10.8% | -7.6% |
| 3M | -10.9% | -43.1% | +32.2% | -11.0% |
| 6M | -12.7% | +42.4% | -55.1% | -14.1% |
| YTD | -3.2% | +48.9% | -52.1% | -4.9% |
| All | +4.8% | +44.0% | -39.2% | +3.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling