-45.0%
WOLF vs RRC
+25.7%
-70.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +6.0% |
| 7D | +21.5% | -0.5% | +21.9% | +21.5% |
| 30D | -1.2% | +25.2% | -26.5% | +14.2% |
| 3M | -8.2% | +27.8% | -36.0% | +9.4% |
| 6M | -45.0% | +27.2% | -72.2% | -25.8% |
| All | -45.0% | +25.7% | -70.7% | -25.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling