+18.7%
WOLF vs BUD
+47.9%
-29.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +1.0% |
| 7D | +17.0% | +6.0% | +11.0% | +20.3% |
| 30D | -14.3% | +11.3% | -25.6% | -10.2% |
| 3M | -10.5% | +3.6% | -14.0% | -7.0% |
| 6M | -43.7% | +7.7% | -51.4% | -41.4% |
| YTD | +50.7% | +36.4% | +14.3% | +70.3% |
| 1Y | +46.7% | +37.8% | +8.9% | +69.8% |
| All | +18.7% | +47.9% | -29.2% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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