+23.4%
WOLF vs GWRE
-38.8%
+62.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.0% | -0.6% | -6.7% |
| 7D | +2.4% | -26.2% | +28.6% | -4.4% |
| 30D | -6.9% | -17.8% | +10.9% | -10.3% |
| 3M | -44.1% | +14.2% | -58.3% | -41.3% |
| 6M | +53.6% | -12.9% | +66.5% | +61.5% |
| YTD | +56.7% | -29.2% | +85.9% | +58.6% |
| All | +23.4% | -38.8% | +62.2% | +36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling