-22.1%
WULF vs WOLF
-3.0%
-19.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.7% | -8.3% | -7.2% |
| 7D | -12.8% | -14.5% | +1.6% | -7.6% |
| 30D | -20.9% | -32.0% | +11.1% | -9.1% |
| 3M | -38.0% | -15.8% | -22.2% | -35.2% |
| 6M | -47.5% | -36.6% | -10.9% | -43.8% |
| YTD | +1.8% | +30.9% | -29.1% | -26.2% |
| 1Y | -22.1% | +4.1% | -26.1% | -35.6% |
| All | -22.1% | -3.0% | -19.0% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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