+17.3%
WOLF vs WTW
-6.5%
+23.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | -8.6% | -5.7% | -2.9% | -12.0% |
| 30D | -18.3% | -7.3% | -11.0% | -21.6% |
| 3M | -43.1% | +21.5% | -64.5% | -33.0% |
| 6M | +42.4% | +9.6% | +32.8% | +64.2% |
| YTD | +48.9% | -3.3% | +52.2% | +74.7% |
| All | +17.3% | -6.5% | +23.8% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling