+20.0%
WOLF vs TW
+19.3%
+0.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.8% | -5.0% | -3.6% |
| 7D | +30.2% | +3.2% | +27.0% | +33.4% |
| 30D | -7.2% | +19.7% | -26.9% | +7.4% |
| 3M | -16.4% | +26.8% | -43.2% | +1.7% |
| 6M | -50.7% | +20.9% | -71.5% | -40.1% |
| YTD | +52.3% | +22.9% | +29.4% | +90.7% |
| 1Y | +35.6% | +20.4% | +15.2% | +70.5% |
| All | +20.0% | +19.3% | +0.7% | +53.8% |
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