+12.4%
WOLF vs BWA
+16.0%
-3.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.2% | -6.1% | -6.2% |
| 7D | +4.4% | +4.3% | +0.1% | +0.6% |
| 30D | +1.0% | -13.0% | +14.0% | +15.5% |
| 3M | -21.2% | -24.8% | +3.6% | +2.7% |
| 6M | -60.3% | -23.5% | -36.8% | -47.3% |
| YTD | +42.6% | +13.8% | +28.8% | +86.7% |
| 1Y | +36.5% | +13.4% | +23.1% | +72.4% |
| All | +12.4% | +16.0% | -3.6% | +59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling