+4.1%
WOLF vs ALC
+4.2%
-0.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.8% | -5.2% | +3.8% |
| 7D | -14.5% | +10.7% | -25.2% | -11.5% |
| 30D | -32.0% | +20.2% | -52.2% | -28.0% |
| 3M | -15.8% | +8.9% | -24.7% | -12.9% |
| 6M | -36.6% | +5.7% | -42.3% | -34.0% |
| YTD | +30.9% | -1.4% | +32.3% | +41.2% |
| 1Y | +4.1% | +4.7% | -0.7% | +4.8% |
| All | +4.1% | +4.2% | -0.1% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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