+18.2%
WOLF vs ARWR
+47.5%
-29.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -15.3% | +25.1% | +16.5% |
| 7D | +25.3% | -17.3% | +42.6% | +35.0% |
| 30D | -14.7% | -21.5% | +6.9% | -5.5% |
| 3M | -20.5% | -43.8% | +23.3% | +2.4% |
| 6M | -43.9% | -32.3% | -11.7% | -34.5% |
| YTD | +50.0% | -25.8% | +75.9% | +66.8% |
| 1Y | +45.5% | +25.5% | +20.0% | +40.6% |
| All | +18.2% | +47.5% | -29.3% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 3y: compounded portfolio wealth divided by compounded ARWR 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…
3y analysis · Full analysis span regression · 6 months rolling