+44.3%
WULF vs WOLF
+44.0%
+0.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.0% | +0.7% | +2.9% |
| 7D | +1.4% | -8.6% | +10.0% | +4.1% |
| 30D | -2.6% | -18.3% | +15.6% | +2.8% |
| 3M | -34.0% | -43.1% | +9.1% | -25.7% |
| 6M | +10.0% | +42.4% | -32.4% | -8.6% |
| YTD | +45.7% | +48.9% | -3.2% | +18.7% |
| All | +44.3% | +44.0% | +0.3% | +17.7% |
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