+20.9%
XLB vs WOLF
+52.0%
-31.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.9% | -1.2% |
| 7D | 0.0% | +30.2% | -30.2% | -0.8% |
| 30D | +5.3% | -7.2% | +12.5% | +5.4% |
| 3M | 0.0% | -16.4% | +16.4% | +0.2% |
| 6M | +1.2% | -50.7% | +51.9% | +2.9% |
| YTD | +16.9% | +52.3% | -35.4% | +9.4% |
| 1Y | +20.9% | +35.6% | -14.7% | +13.0% |
| All | +20.9% | +52.0% | -31.1% | +13.0% |
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 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