+23.4%
WOLF vs INVH
-0.3%
+23.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.4% | -5.6% |
| 7D | +2.4% | -2.3% | +4.7% | +0.7% |
| 30D | -6.9% | -5.7% | -1.2% | -10.4% |
| 3M | -44.1% | -4.5% | -39.6% | -45.1% |
| 6M | +53.6% | +11.0% | +42.6% | +52.5% |
| YTD | +56.7% | +3.7% | +53.0% | +52.4% |
| All | +23.4% | -0.3% | +23.7% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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