+30.7%
WOLF vs WCC
+68.3%
-37.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | -0.8% |
| 7D | +9.8% | +8.5% | +1.3% | +0.7% |
| 30D | -12.1% | -1.0% | -11.2% | -10.7% |
| 3M | -47.9% | +2.1% | -50.0% | -48.3% |
| 6M | +74.3% | +36.8% | +37.5% | +43.8% |
| YTD | +65.9% | +47.7% | +18.2% | +40.4% |
| All | +30.7% | +68.3% | -37.6% | +8.3% |
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