+7.6%
WOLF vs ARWR
+74.2%
-66.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | +1.2% | +15.6% | +16.2% |
| 7D | +8.2% | -2.9% | +11.1% | +10.2% |
| 30D | -24.2% | -5.4% | -18.8% | -21.7% |
| 3M | -13.8% | -32.2% | +18.5% | +3.8% |
| 6M | -44.8% | -26.5% | -18.3% | -36.7% |
| YTD | +36.6% | -12.4% | +49.0% | +43.1% |
| 1Y | +27.6% | +46.9% | -19.3% | +16.4% |
| All | +7.6% | +74.2% | -66.5% | -4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling