+7.6%
WOLF vs COO
-7.9%
+15.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | -1.8% | +18.7% | +17.0% |
| 7D | +8.2% | +4.7% | +3.5% | +7.7% |
| 30D | -24.2% | +13.9% | -38.1% | -25.7% |
| 3M | -13.8% | -14.9% | +1.2% | -12.6% |
| 6M | -44.8% | +2.0% | -46.8% | -48.1% |
| YTD | +36.6% | -23.9% | +60.6% | +52.8% |
| 1Y | +27.6% | -9.6% | +37.2% | +34.0% |
| All | +7.6% | -7.9% | +15.6% | +11.1% |
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