+25.2%
WOLF vs WCC
+53.2%
-27.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.3% | +2.2% | +1.9% |
| 7D | +21.5% | +3.3% | +18.1% | +17.7% |
| 30D | -1.2% | -9.4% | +8.2% | +9.6% |
| 3M | -8.2% | -10.5% | +2.3% | +4.5% |
| 6M | -45.0% | -10.4% | -34.6% | -36.6% |
| YTD | +59.0% | +34.4% | +24.6% | +49.5% |
| 1Y | +59.1% | +27.7% | +31.4% | +52.1% |
| All | +25.2% | +53.2% | -27.9% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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