+4.1%
WOLF vs BWA
+17.4%
-13.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +4.2% |
| 7D | -14.5% | -9.9% | -4.6% | -4.8% |
| 30D | -32.0% | -16.4% | -15.7% | -18.4% |
| 3M | -15.8% | -19.8% | +4.1% | +5.2% |
| 6M | -36.6% | -10.0% | -26.6% | -21.8% |
| YTD | +30.9% | +12.7% | +18.2% | +55.2% |
| 1Y | +4.1% | +15.7% | -11.6% | +27.0% |
| All | +4.1% | +17.4% | -13.3% | +27.0% |
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