+46.7%
WOLF vs ALM
+12.3%
+34.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.2% | +7.7% | +3.8% |
| 7D | +17.0% | -6.3% | +23.3% | +20.8% |
| 30D | -14.3% | -31.4% | +17.1% | +2.0% |
| 3M | -10.5% | -40.6% | +30.1% | +10.7% |
| 6M | -43.7% | -58.6% | +14.9% | -20.6% |
| YTD | +50.7% | -7.6% | +58.3% | +94.8% |
| 1Y | +46.7% | +13.8% | +32.9% | +85.0% |
| All | +46.7% | +12.3% | +34.4% | +85.0% |
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 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