+12.4%
WOLF vs ADVB
-70.7%
+83.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -23.6% | +17.2% | -7.8% |
| 7D | +4.4% | +27.8% | -23.4% | +7.0% |
| 30D | +1.0% | -50.8% | +51.8% | -4.9% |
| 3M | -21.2% | -70.5% | +49.3% | -29.2% |
| 6M | -60.3% | -46.7% | -13.6% | -60.3% |
| YTD | +42.6% | -56.7% | +99.3% | +39.5% |
| 1Y | +36.5% | -71.8% | +108.3% | +24.6% |
| All | +12.4% | -70.7% | +83.1% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling