+17.3%
WOLF vs GWRE
-39.3%
+56.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +3.1% |
| 7D | -8.6% | -13.2% | +4.7% | -11.7% |
| 30D | -18.3% | -18.6% | +0.3% | -21.4% |
| 3M | -43.1% | +18.9% | -62.0% | -40.2% |
| 6M | +42.4% | -11.0% | +53.4% | +48.9% |
| YTD | +48.9% | -29.9% | +78.8% | +50.3% |
| All | +17.3% | -39.3% | +56.6% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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