+20.0%
WOLF vs BWA
+16.2%
+3.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -3.7% |
| 7D | +30.2% | +7.3% | +22.9% | +22.6% |
| 30D | -7.2% | -15.8% | +8.6% | +9.5% |
| 3M | -16.4% | -25.7% | +9.3% | +10.0% |
| 6M | -50.7% | -19.6% | -31.1% | -36.1% |
| YTD | +52.3% | +14.1% | +38.2% | +98.9% |
| 1Y | +35.6% | +12.2% | +23.4% | +66.7% |
| All | +20.0% | +16.2% | +3.7% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling