+30.7%
WOLF vs BG
+54.7%
-24.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.4% | -2.5% | +3.9% |
| 7D | +9.8% | +2.4% | +7.4% | +11.0% |
| 30D | -12.1% | +15.0% | -27.2% | -5.5% |
| 3M | -47.9% | -0.7% | -47.2% | -47.3% |
| 6M | +74.3% | +7.5% | +66.8% | +77.2% |
| YTD | +65.9% | +41.6% | +24.3% | +85.3% |
| All | +30.7% | +54.7% | -24.0% | +62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling