+17.3%
WOLF vs JAAA
+4.7%
+12.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +1.5% |
| 7D | -8.6% | +0.1% | -8.7% | -9.9% |
| 30D | -18.3% | +0.5% | -18.8% | -25.9% |
| 3M | -43.1% | +1.3% | -44.4% | -55.4% |
| 6M | +42.4% | +2.8% | +39.6% | -17.4% |
| YTD | +48.9% | +3.3% | +45.6% | -15.0% |
| All | +17.3% | +4.7% | +12.6% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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