+28.3%
WOLF vs FIVE
+61.3%
-33.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.1% | +0.5% | +3.0% |
| 7D | +9.7% | +4.3% | +5.4% | +7.5% |
| 30D | +12.5% | +12.5% | 0.0% | +6.1% |
| 3M | -57.7% | +31.2% | -89.0% | -62.5% |
| 6M | +37.7% | +14.4% | +23.3% | +25.9% |
| YTD | +62.8% | +33.9% | +28.9% | +31.0% |
| All | +28.3% | +61.3% | -33.0% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling