+20.0%
WOLF vs ALM
+25.3%
-5.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -6.5% | +2.3% | -1.4% |
| 7D | +30.2% | -4.0% | +34.2% | +32.6% |
| 30D | -7.2% | -30.5% | +23.3% | +8.7% |
| 3M | -16.4% | -46.9% | +30.5% | +7.2% |
| 6M | -50.7% | -65.5% | +14.9% | -27.5% |
| YTD | +52.3% | -13.4% | +65.7% | +85.4% |
| 1Y | +35.6% | +9.8% | +25.8% | +55.6% |
| All | +20.0% | +25.3% | -5.3% | +34.0% |
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