+30.7%
WOLF vs ALC
-6.3%
+37.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.8% | +1.4% |
| 7D | +9.8% | -3.7% | +13.4% | +8.8% |
| 30D | -12.1% | -3.7% | -8.4% | -12.9% |
| 3M | -47.9% | +4.6% | -52.4% | -47.5% |
| 6M | +74.3% | -14.6% | +88.9% | +79.3% |
| YTD | +65.9% | -11.9% | +77.7% | +70.3% |
| All | +30.7% | -6.3% | +37.0% | +34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling