+25.2%
WOLF vs EXEL
+80.5%
-55.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.4% | +5.5% |
| 7D | +21.5% | -2.8% | +24.3% | +23.1% |
| 30D | -1.2% | +18.2% | -19.4% | -6.9% |
| 3M | -8.2% | +37.7% | -45.9% | -19.3% |
| 6M | -45.0% | +42.2% | -87.2% | -53.0% |
| YTD | +59.0% | +61.3% | -2.3% | +25.1% |
| 1Y | +59.1% | +64.5% | -5.4% | +23.9% |
| All | +25.2% | +80.5% | -55.2% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling