+17.3%
WOLF vs DTE
-2.5%
+19.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.3% | +3.3% |
| 7D | -8.6% | -2.6% | -6.0% | -7.9% |
| 30D | -18.3% | -4.4% | -13.9% | -17.3% |
| 3M | -43.1% | -8.3% | -34.7% | -43.4% |
| 6M | +42.4% | -8.1% | +50.5% | +40.6% |
| YTD | +48.9% | +4.4% | +44.5% | +34.9% |
| All | +17.3% | -2.5% | +19.8% | +11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling