+13.9%
WOLF vs BTG
+8.1%
+5.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -2.9% | -4.8% | -6.2% |
| 7D | -6.2% | -5.5% | -0.8% | -3.5% |
| 30D | -16.5% | +6.1% | -22.6% | -19.8% |
| 3M | -42.0% | +38.6% | -80.7% | -52.1% |
| 6M | +51.8% | +0.7% | +51.1% | +43.0% |
| YTD | +44.6% | +20.3% | +24.2% | +33.3% |
| All | +13.9% | +8.1% | +5.8% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling