+46.1%
WOLF vs ALC
+2.0%
+44.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.3% | +9.5% | +9.9% |
| 7D | +25.3% | +2.1% | +23.2% | +26.1% |
| 30D | -14.7% | +17.2% | -31.9% | -10.3% |
| 3M | -20.5% | +4.6% | -25.2% | -18.5% |
| 6M | -43.9% | +20.1% | -64.1% | -41.5% |
| YTD | +50.0% | -4.2% | +54.2% | +61.0% |
| All | +46.1% | +2.0% | +44.1% | +53.5% |
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