+13.9%
WOLF vs EXEL
+46.6%
-32.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -1.5% | -6.2% | -7.1% |
| 7D | -6.2% | -2.9% | -3.3% | -5.1% |
| 30D | -16.5% | +11.9% | -28.4% | -20.7% |
| 3M | -42.0% | +9.2% | -51.3% | -44.9% |
| 6M | +51.8% | +39.1% | +12.7% | +26.7% |
| YTD | +44.6% | +31.0% | +13.5% | +22.8% |
| All | +13.9% | +46.6% | -32.7% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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