+28.3%
WOLF vs DVA
+40.8%
-12.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.3% | +4.3% | +5.4% |
| 7D | +9.7% | +1.8% | +7.8% | +9.3% |
| 30D | +12.5% | -2.5% | +15.0% | +12.9% |
| 3M | -57.7% | -4.3% | -53.5% | -58.1% |
| 6M | +37.7% | +18.9% | +18.8% | +26.9% |
| YTD | +62.8% | +61.9% | +0.9% | +48.2% |
| All | +28.3% | +40.8% | -12.5% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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