+35.6%
WOLF vs RBA
-5.6%
+41.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.8% | -3.9% |
| 7D | +30.2% | -0.5% | +30.8% | +30.3% |
| 30D | -7.2% | +6.8% | -14.1% | -8.5% |
| 3M | -16.4% | +9.5% | -25.8% | -18.3% |
| 6M | -50.7% | -8.2% | -42.4% | -48.5% |
| YTD | +52.3% | -7.7% | +60.0% | +63.6% |
| 1Y | +35.6% | -6.9% | +42.5% | +47.7% |
| All | +35.6% | -5.6% | +41.2% | +47.7% |
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