+36.5%
WOLF vs TW
+21.1%
+15.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.8% | -7.2% | -5.6% |
| 7D | +4.4% | +3.9% | +0.4% | +8.1% |
| 30D | +1.0% | +19.9% | -18.9% | +19.8% |
| 3M | -21.2% | +25.9% | -47.1% | -1.8% |
| 6M | -60.3% | +21.1% | -81.5% | -50.5% |
| YTD | +42.6% | +23.9% | +18.7% | +90.1% |
| 1Y | +36.5% | +21.2% | +15.3% | +82.8% |
| All | +36.5% | +21.1% | +15.4% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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