+17.3%
WOLF vs BTG
+8.5%
+8.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.8% |
| 7D | -8.6% | -3.8% | -4.8% | -6.8% |
| 30D | -18.3% | +3.6% | -21.9% | -20.5% |
| 3M | -43.1% | +32.0% | -75.1% | -51.8% |
| 6M | +42.4% | +3.4% | +39.1% | +33.2% |
| YTD | +48.9% | +20.8% | +28.1% | +37.0% |
| All | +17.3% | +8.5% | +8.8% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling