+12.4%
WOLF vs RRC
+39.8%
-27.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.7% | -7.1% | -6.1% |
| 7D | +4.4% | +6.4% | -2.0% | +6.4% |
| 30D | +1.0% | +23.9% | -22.9% | +11.0% |
| 3M | -21.2% | +30.2% | -51.4% | -11.0% |
| 6M | -60.3% | +26.3% | -86.6% | -54.8% |
| YTD | +42.6% | +48.1% | -5.5% | +67.2% |
| 1Y | +36.5% | +37.7% | -1.2% | +57.9% |
| All | +12.4% | +39.8% | -27.5% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 3y: compounded portfolio wealth divided by compounded RRC 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…
3y analysis · Full analysis span regression · 6 months rolling