+23.4%
WOLF vs ALM
+201.0%
-177.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.1% | -1.4% | -3.9% |
| 7D | +2.4% | +3.6% | -1.3% | +0.8% |
| 30D | -6.9% | +33.8% | -40.7% | -18.3% |
| 3M | -44.1% | +14.8% | -58.9% | -48.1% |
| 6M | +53.6% | -7.0% | +60.6% | +50.0% |
| YTD | +56.7% | +108.1% | -51.4% | +33.3% |
| All | +23.4% | +201.0% | -177.5% | -3.6% |
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