+12.4%
WOLF vs ALK
-25.4%
+37.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.5% | -4.9% | -5.6% |
| 7D | +4.4% | -1.2% | +5.6% | +5.2% |
| 30D | +1.0% | +7.7% | -6.7% | -3.2% |
| 3M | -21.2% | -19.0% | -2.2% | -12.2% |
| 6M | -60.3% | -0.2% | -60.1% | -59.9% |
| YTD | +42.6% | -23.5% | +66.1% | +57.6% |
| 1Y | +36.5% | -9.1% | +45.6% | +36.7% |
| All | +12.4% | -25.4% | +37.8% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling