+30.7%
WOLF vs COO
-0.1%
+30.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.6% | +2.0% |
| 7D | +9.8% | -2.3% | +12.1% | +9.8% |
| 30D | -12.1% | -8.8% | -3.3% | -11.9% |
| 3M | -47.9% | +1.3% | -49.2% | -49.3% |
| 6M | +74.3% | -11.6% | +85.9% | +85.8% |
| YTD | +65.9% | -17.4% | +83.3% | +83.3% |
| All | +30.7% | -0.1% | +30.7% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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