+30.7%
WOLF vs BUD
+37.0%
-6.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.6% | +1.7% |
| 7D | +9.8% | +0.8% | +9.0% | +10.0% |
| 30D | -12.1% | -4.8% | -7.3% | -12.6% |
| 3M | -47.9% | +1.4% | -49.2% | -48.1% |
| 6M | +74.3% | +9.9% | +64.4% | +64.4% |
| YTD | +65.9% | +26.3% | +39.5% | +79.9% |
| All | +30.7% | +37.0% | -6.4% | +62.3% |
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