+30.7%
WOLF vs EXEL
+47.2%
-16.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.1% | +2.8% |
| 7D | +9.8% | +1.4% | +8.4% | +9.1% |
| 30D | -12.1% | +6.7% | -18.8% | -14.7% |
| 3M | -47.9% | +11.5% | -59.3% | -51.0% |
| 6M | +74.3% | +38.8% | +35.5% | +45.8% |
| YTD | +65.9% | +31.6% | +34.3% | +40.7% |
| All | +30.7% | +47.2% | -16.6% | +9.2% |
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