+30.7%
WOLF vs BR
-27.2%
+57.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.3% | -0.8% |
| 7D | +9.8% | -5.9% | +15.7% | +2.9% |
| 30D | -12.1% | +1.9% | -14.0% | -9.0% |
| 3M | -47.9% | +14.7% | -62.5% | -36.4% |
| 6M | +74.3% | -12.8% | +87.1% | +74.8% |
| YTD | +65.9% | -23.0% | +88.9% | +52.4% |
| All | +30.7% | -27.2% | +57.8% | +25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling