+4.1%
WOLF vs WTW
+8.6%
-4.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.3% | +3.6% |
| 7D | -14.5% | +4.9% | -19.3% | -11.7% |
| 30D | -32.0% | +17.1% | -49.1% | -24.5% |
| 3M | -15.8% | -0.3% | -15.4% | -15.0% |
| 6M | -36.6% | +30.7% | -67.2% | -21.1% |
| YTD | +30.9% | +3.7% | +27.2% | +65.3% |
| 1Y | +4.1% | +5.9% | -1.8% | +34.4% |
| All | +4.1% | +8.6% | -4.5% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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