+7.6%
WOLF vs RBA
-12.7%
+20.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | -1.3% | +18.2% | +17.1% |
| 7D | +8.2% | +4.3% | +4.0% | +7.2% |
| 30D | -24.2% | +16.3% | -40.5% | -27.2% |
| 3M | -13.8% | +1.3% | -15.1% | -13.1% |
| 6M | -44.8% | -11.1% | -33.7% | -41.8% |
| YTD | +36.6% | -8.5% | +45.1% | +45.5% |
| 1Y | +27.6% | -2.1% | +29.7% | +37.1% |
| All | +7.6% | -12.7% | +20.4% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling