-13.8%
WOLF vs ALK
-24.3%
+10.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | +0.6% | +16.2% | +16.5% |
| 7D | +8.2% | +9.0% | -0.8% | +3.3% |
| 30D | -24.2% | -1.6% | -22.5% | -18.5% |
| 3M | -13.8% | -23.2% | +9.4% | +3.2% |
| All | -13.8% | -24.3% | +10.6% | +3.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling