+30.7%
WOLF vs JAAA
+4.6%
+26.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +9.8% | +0.1% | +9.7% | +7.9% |
| 30D | -12.1% | +0.5% | -12.6% | -19.2% |
| 3M | -47.9% | +1.2% | -49.1% | -58.7% |
| 6M | +74.3% | +2.8% | +71.4% | +0.1% |
| YTD | +65.9% | +3.2% | +62.7% | -3.9% |
| All | +30.7% | +4.6% | +26.1% | -25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling