+0.5%
WOLF vs BRKR
+47.8%
-47.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -9.0% | -1.7% | -6.8% |
| 7D | -18.4% | -6.4% | -12.0% | -15.8% |
| 30D | -36.0% | -4.0% | -32.0% | -34.5% |
| 3M | -19.2% | +10.7% | -29.9% | -22.4% |
| 6M | -44.4% | +53.0% | -97.4% | -59.5% |
| YTD | +16.9% | +23.6% | -6.7% | -11.7% |
| 1Y | +0.5% | +45.0% | -44.5% | -29.7% |
| All | +0.5% | +47.8% | -47.3% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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