+35.6%
WOLF vs ALK
-7.4%
+43.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.8% | +0.6% | -1.8% |
| 7D | +30.2% | +0.9% | +29.3% | +29.8% |
| 30D | -7.2% | +3.3% | -10.5% | -8.6% |
| 3M | -16.4% | -17.6% | +1.2% | -8.1% |
| 6M | -50.7% | +0.8% | -51.5% | -50.1% |
| YTD | +52.3% | -22.4% | +74.6% | +65.5% |
| 1Y | +35.6% | -10.1% | +45.7% | +47.9% |
| All | +35.6% | -7.4% | +43.0% | +47.9% |
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