+51.8%
WOLF vs GWRE
-14.1%
+65.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -1.5% | -6.2% | -8.3% |
| 7D | -6.2% | -30.9% | +24.7% | -17.5% |
| 30D | -16.5% | -20.7% | +4.2% | -21.7% |
| 3M | -42.0% | +20.2% | -62.2% | -35.5% |
| 6M | +51.8% | -11.9% | +63.7% | +64.2% |
| All | +51.8% | -14.1% | +65.9% | +64.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling