+13.9%
WOLF vs DTE
-1.2%
+15.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -1.3% | -6.5% | -7.4% |
| 7D | -6.2% | -2.0% | -4.2% | -5.7% |
| 30D | -16.5% | -2.4% | -14.1% | -15.8% |
| 3M | -42.0% | -7.3% | -34.7% | -42.5% |
| 6M | +51.8% | -7.6% | +59.4% | +50.0% |
| YTD | +44.6% | +5.8% | +38.8% | +30.6% |
| All | +13.9% | -1.2% | +15.1% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling