+30.7%
WOLF vs BWA
+51.0%
-20.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +3.5% |
| 7D | +9.8% | +4.3% | +5.5% | +5.9% |
| 30D | -12.1% | -2.9% | -9.2% | -9.7% |
| 3M | -47.9% | -12.4% | -35.5% | -41.8% |
| 6M | +74.3% | +28.6% | +45.7% | +63.6% |
| YTD | +65.9% | +48.2% | +17.7% | +70.4% |
| All | +30.7% | +51.0% | -20.3% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling