+13.9%
WOLF vs BR
-27.3%
+41.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +0.1% | -7.8% | -7.6% |
| 7D | -6.2% | -6.0% | -0.3% | -12.1% |
| 30D | -16.5% | -0.9% | -15.6% | -16.3% |
| 3M | -42.0% | +16.4% | -58.4% | -28.2% |
| 6M | +51.8% | -8.2% | +60.0% | +58.7% |
| YTD | +44.6% | -23.2% | +67.8% | +32.5% |
| All | +13.9% | -27.3% | +41.2% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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