+18.2%
WOLF vs BUD
+46.3%
-28.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.3% | +8.4% | +10.4% |
| 7D | +25.3% | +1.3% | +23.9% | +26.3% |
| 30D | -14.7% | +10.0% | -24.7% | -11.0% |
| 3M | -20.5% | +1.6% | -22.1% | -18.0% |
| 6M | -43.9% | +6.5% | -50.5% | -41.9% |
| YTD | +50.0% | +34.8% | +15.2% | +68.7% |
| 1Y | +45.5% | +36.5% | +9.1% | +67.7% |
| All | +18.2% | +46.3% | -28.1% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling