+18.2%
WOLF vs ALK
-19.2%
+37.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +7.1% | +2.7% | +6.1% |
| 7D | +25.3% | +8.9% | +16.4% | +19.9% |
| 30D | -14.7% | +5.9% | -20.6% | -17.0% |
| 3M | -20.5% | -16.5% | -4.0% | -12.8% |
| 6M | -43.9% | +2.1% | -46.1% | -44.2% |
| YTD | +50.0% | -17.1% | +67.1% | +59.0% |
| 1Y | +45.5% | -2.9% | +48.4% | +41.2% |
| All | +18.2% | -19.2% | +37.4% | +33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling