+17.3%
WOLF vs BRKR
+71.9%
-54.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.1% |
| 7D | -8.6% | -8.7% | +0.1% | -5.2% |
| 30D | -18.3% | -9.9% | -8.4% | -14.9% |
| 3M | -43.1% | -3.1% | -40.0% | -45.1% |
| 6M | +42.4% | +45.5% | -3.1% | +5.4% |
| YTD | +48.9% | +13.7% | +35.2% | +20.6% |
| All | +17.3% | +71.9% | -54.7% | -24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling