+13.9%
WOLF vs BWA
+49.7%
-35.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +0.7% | -8.4% | -8.3% |
| 7D | -6.2% | -0.1% | -6.2% | -6.2% |
| 30D | -16.5% | -5.5% | -11.0% | -12.1% |
| 3M | -42.0% | -7.6% | -34.4% | -37.9% |
| 6M | +51.8% | +25.0% | +26.8% | +44.1% |
| YTD | +44.6% | +47.0% | -2.4% | +49.6% |
| All | +13.9% | +49.7% | -35.8% | +28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling