+28.3%
WOLF vs ADVB
+8.0%
+20.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.7% | +6.3% | +5.6% |
| 7D | +9.7% | -3.8% | +13.4% | +9.4% |
| 30D | +12.5% | +17.6% | -5.0% | +16.4% |
| 3M | -57.7% | +119.1% | -176.9% | -52.3% |
| 6M | +37.7% | +103.4% | -65.7% | +55.6% |
| YTD | +62.8% | +59.8% | +3.0% | +79.7% |
| All | +28.3% | +8.0% | +20.2% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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