+7.6%
WOLF vs ADVB
-77.1%
+84.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | +4.2% | +12.6% | +17.1% |
| 7D | +8.2% | -13.9% | +22.1% | +6.9% |
| 30D | -24.2% | -68.1% | +44.0% | -31.6% |
| 3M | -13.8% | -73.4% | +59.6% | -22.5% |
| 6M | -44.8% | -70.8% | +26.0% | -47.0% |
| YTD | +36.6% | -66.1% | +102.7% | +30.4% |
| 1Y | +27.6% | -77.5% | +105.1% | +13.9% |
| All | +7.6% | -77.1% | +84.7% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling