+17.3%
WOLF vs WETO
-98.7%
+116.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.4% | +8.4% | +3.1% |
| 7D | -8.6% | -4.3% | -4.3% | -8.5% |
| 30D | -18.3% | -39.9% | +21.6% | -21.5% |
| 3M | -43.1% | -97.9% | +54.8% | -33.8% |
| 6M | +42.4% | -95.0% | +137.5% | +43.0% |
| YTD | +48.9% | -97.2% | +146.0% | +67.8% |
| All | +17.3% | -98.7% | +116.0% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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