+30.7%
WOLF vs ALM
+214.0%
-183.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.8% | -7.0% | -1.6% |
| 7D | +9.8% | +8.4% | +1.3% | +6.1% |
| 30D | -12.1% | +34.8% | -47.0% | -23.0% |
| 3M | -47.9% | +16.2% | -64.1% | -51.9% |
| 6M | +74.3% | +2.1% | +72.2% | +65.5% |
| YTD | +65.9% | +117.0% | -51.1% | +38.8% |
| All | +30.7% | +214.0% | -183.3% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling