+28.3%
WOLF vs ALK
-18.5%
+46.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.5% | +4.1% | +4.9% |
| 7D | +9.7% | -0.7% | +10.3% | +10.0% |
| 30D | +12.5% | -19.2% | +31.8% | +24.9% |
| 3M | -57.7% | -1.5% | -56.2% | -57.1% |
| 6M | +37.7% | -13.1% | +50.7% | +43.7% |
| YTD | +62.8% | -16.4% | +79.3% | +71.3% |
| All | +28.3% | -18.5% | +46.8% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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