+30.7%
WOLF vs RBA
-23.6%
+54.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.5% |
| 7D | +9.8% | -1.1% | +10.8% | +10.1% |
| 30D | -12.1% | -13.2% | +1.1% | -7.6% |
| 3M | -47.9% | -21.4% | -26.5% | -43.4% |
| 6M | +74.3% | -20.9% | +95.2% | +87.6% |
| YTD | +65.9% | -19.9% | +85.7% | +83.0% |
| All | +30.7% | -23.6% | +54.3% | +46.7% |
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