+18.7%
WOLF vs ALM
+33.7%
-15.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.2% | +7.7% | +3.5% |
| 7D | +17.0% | -6.3% | +23.3% | +20.6% |
| 30D | -14.3% | -31.4% | +17.1% | +0.8% |
| 3M | -10.5% | -40.6% | +30.1% | +9.4% |
| 6M | -43.7% | -58.6% | +14.9% | -22.2% |
| YTD | +50.7% | -7.6% | +58.3% | +78.4% |
| 1Y | +46.7% | +13.8% | +32.9% | +64.6% |
| All | +18.7% | +33.7% | -15.0% | +29.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling