+28.3%
WOLF vs WSM
+17.1%
+11.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.1% | +3.5% | +4.1% |
| 7D | +9.7% | -3.3% | +12.9% | +12.2% |
| 30D | +12.5% | -8.4% | +20.9% | +20.0% |
| 3M | -57.7% | +9.7% | -67.4% | -61.0% |
| 6M | +37.7% | +16.7% | +21.0% | +19.1% |
| YTD | +62.8% | +28.7% | +34.2% | +31.6% |
| All | +28.3% | +17.1% | +11.2% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling