+17.3%
WOLF vs DVA
+39.0%
-21.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | -8.6% | -1.3% | -7.2% | -8.4% |
| 30D | -18.3% | 0.0% | -18.3% | -18.3% |
| 3M | -43.1% | -10.9% | -32.2% | -42.6% |
| 6M | +42.4% | +17.3% | +25.1% | +31.6% |
| YTD | +48.9% | +59.8% | -10.9% | +35.8% |
| All | +17.3% | +39.0% | -21.7% | +19.9% |
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