+13.9%
WOLF vs DVA
+38.8%
-24.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -0.9% | -6.8% | -7.6% |
| 7D | -6.2% | -0.2% | -6.0% | -6.2% |
| 30D | -16.5% | +1.7% | -18.2% | -16.8% |
| 3M | -42.0% | -8.7% | -33.4% | -41.9% |
| 6M | +51.8% | +19.7% | +32.2% | +40.1% |
| YTD | +44.6% | +59.6% | -15.0% | +31.9% |
| All | +13.9% | +38.8% | -24.9% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling