+28.3%
WOLF vs TAP
-5.7%
+34.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.2% | +5.8% | +5.5% |
| 7D | +9.7% | -2.3% | +12.0% | +7.6% |
| 30D | +12.5% | -2.1% | +14.7% | +11.2% |
| 3M | -57.7% | +6.6% | -64.3% | -54.1% |
| 6M | +37.7% | -11.5% | +49.2% | +35.5% |
| YTD | +62.8% | -10.3% | +73.1% | +65.4% |
| All | +28.3% | -5.7% | +34.0% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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