+25.2%
WOLF vs RBA
-10.7%
+36.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.6% |
| 7D | +21.5% | +0.6% | +20.8% | +21.3% |
| 30D | -1.2% | +9.0% | -10.2% | -2.9% |
| 3M | -8.2% | +7.2% | -15.3% | -9.2% |
| 6M | -45.0% | -7.8% | -37.2% | -42.6% |
| YTD | +59.0% | -6.4% | +65.3% | +68.6% |
| 1Y | +59.1% | -4.2% | +63.3% | +68.2% |
| All | +25.2% | -10.7% | +36.0% | +35.1% |
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 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