+37.8%
WWD vs WOLF
+51.6%
-13.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.1% | 0.0% |
| 7D | +0.6% | +2.4% | -1.7% | +0.4% |
| 30D | -5.1% | -6.9% | +1.8% | -4.7% |
| 3M | -11.2% | -44.1% | +32.8% | -7.9% |
| 6M | -12.0% | +53.6% | -65.6% | -19.6% |
| YTD | +12.0% | +56.7% | -44.7% | +1.7% |
| All | +37.8% | +51.6% | -13.8% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling