+23.4%
WOLF vs TW
-6.7%
+30.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.5% | -5.6% |
| 7D | +2.4% | -0.5% | +2.9% | +2.0% |
| 30D | -6.9% | -0.6% | -6.3% | -7.0% |
| 3M | -44.1% | +3.4% | -47.5% | -42.5% |
| 6M | +53.6% | -18.4% | +72.1% | +45.2% |
| YTD | +56.7% | -3.9% | +60.6% | +60.9% |
| All | +23.4% | -6.7% | +30.2% | +29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling