+28.3%
WOLF vs DTE
+0.1%
+28.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.7% | +6.3% | +5.8% |
| 7D | +9.7% | +0.2% | +9.5% | +9.6% |
| 30D | +12.5% | -2.6% | +15.1% | +13.2% |
| 3M | -57.7% | -3.9% | -53.8% | -59.0% |
| 6M | +37.7% | -7.9% | +45.6% | +37.0% |
| YTD | +62.8% | +7.2% | +55.7% | +46.5% |
| All | +28.3% | +0.1% | +28.2% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling