+28.3%
WOLF vs ALM
+188.5%
-160.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.5% | +7.1% | +6.2% |
| 7D | +9.7% | -2.6% | +12.3% | +10.8% |
| 30D | +12.5% | +32.0% | -19.5% | -0.2% |
| 3M | -57.7% | -15.0% | -42.7% | -56.3% |
| 6M | +37.7% | -10.1% | +47.8% | +36.7% |
| YTD | +62.8% | +99.4% | -36.6% | +41.0% |
| All | +28.3% | +188.5% | -160.2% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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