+5.1%
XEL vs WOLF
+37.9%
-32.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.3% | +6.5% | +0.1% |
| 7D | +2.4% | +4.4% | -1.9% | +2.4% |
| 30D | +8.3% | +1.0% | +7.3% | +8.3% |
| 3M | +4.2% | -21.2% | +25.4% | +4.3% |
| 6M | +3.7% | -60.3% | +64.1% | +4.3% |
| YTD | +13.1% | +42.6% | -29.6% | +11.5% |
| 1Y | +5.0% | +36.5% | -31.5% | +3.5% |
| All | +5.1% | +37.9% | -32.8% | +2.5% |
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