+28.3%
WOLF vs RBA
-22.0%
+50.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.3% | +5.3% | +5.5% |
| 7D | +9.7% | -2.9% | +12.6% | +10.6% |
| 30D | +12.5% | -12.3% | +24.8% | +18.0% |
| 3M | -57.7% | -20.5% | -37.2% | -54.1% |
| 6M | +37.7% | -18.5% | +56.2% | +47.2% |
| YTD | +62.8% | -18.2% | +81.1% | +78.6% |
| All | +28.3% | -22.0% | +50.3% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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