+23.4%
WOLF vs RBA
-24.1%
+47.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.9% | -5.3% |
| 7D | +2.4% | -1.9% | +4.3% | +3.0% |
| 30D | -6.9% | -13.0% | +6.1% | -2.3% |
| 3M | -44.1% | -23.1% | -21.0% | -38.7% |
| 6M | +53.6% | -22.6% | +76.2% | +66.4% |
| YTD | +56.7% | -20.4% | +77.1% | +73.2% |
| All | +23.4% | -24.1% | +47.5% | +38.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling