+12.4%
WOLF vs EXEL
+76.2%
-63.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.2% | -5.1% | -5.8% |
| 7D | +4.4% | -0.8% | +5.2% | +4.9% |
| 30D | +1.0% | +13.1% | -12.1% | -3.0% |
| 3M | -21.2% | +36.3% | -57.5% | -30.4% |
| 6M | -60.3% | +34.5% | -94.9% | -65.2% |
| YTD | +42.6% | +57.4% | -14.8% | +13.4% |
| 1Y | +36.5% | +62.9% | -26.4% | +6.8% |
| All | +12.4% | +76.2% | -63.8% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling