+13.9%
WOLF vs WETO
-98.7%
+112.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +7.1% | -14.8% | -7.9% |
| 7D | -6.2% | -19.9% | +13.7% | -5.8% |
| 30D | -16.5% | -42.7% | +26.2% | -19.7% |
| 3M | -42.0% | -97.7% | +55.7% | -32.8% |
| 6M | +51.8% | -94.4% | +146.2% | +49.8% |
| YTD | +44.6% | -97.0% | +141.6% | +62.8% |
| All | +13.9% | -98.7% | +112.6% | +55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling