+28.3%
WOLF vs BWA
+53.9%
-25.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.8% | +2.9% | +3.3% |
| 7D | +9.7% | +5.7% | +4.0% | +4.7% |
| 30D | +12.5% | +1.4% | +11.1% | +11.8% |
| 3M | -57.7% | -12.1% | -45.6% | -52.7% |
| 6M | +37.7% | +28.6% | +9.1% | +27.8% |
| YTD | +62.8% | +51.1% | +11.7% | +64.7% |
| All | +28.3% | +53.9% | -25.7% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling