+23.4%
WOLF vs BTG
+11.3%
+12.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.7% | -7.2% | -6.4% |
| 7D | +2.4% | +2.4% | 0.0% | +0.9% |
| 30D | -6.9% | +9.5% | -16.4% | -12.1% |
| 3M | -44.1% | +38.5% | -82.6% | -53.7% |
| 6M | +53.6% | +5.6% | +48.0% | +41.6% |
| YTD | +56.7% | +23.9% | +32.8% | +42.2% |
| All | +23.4% | +11.3% | +12.1% | +7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling