+28.3%
WOLF vs BG
+48.2%
-19.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.2% | +6.8% | +5.1% |
| 7D | +9.7% | +2.8% | +6.9% | +11.3% |
| 30D | +12.5% | +12.0% | +0.5% | +19.5% |
| 3M | -57.7% | -7.7% | -50.0% | -58.7% |
| 6M | +37.7% | +4.5% | +33.2% | +37.6% |
| YTD | +62.8% | +35.7% | +27.2% | +78.3% |
| All | +28.3% | +48.2% | -19.9% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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