+18.7%
WOLF vs TAP
-6.9%
+25.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.7% |
| 7D | +17.0% | -4.5% | +21.5% | +12.5% |
| 30D | -14.3% | +7.5% | -21.8% | -6.6% |
| 3M | -10.5% | -4.9% | -5.6% | -11.0% |
| 6M | -43.7% | -3.5% | -40.2% | -40.8% |
| YTD | +50.7% | -11.4% | +62.1% | +55.3% |
| 1Y | +46.7% | -10.8% | +57.5% | +53.0% |
| All | +18.7% | -6.9% | +25.6% | +27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling