-5.1%
XLC vs WOLF
+60.4%
-65.5%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.3% | -0.5% |
| 7D | +0.6% | +9.8% | -9.2% | +0.4% |
| 30D | +0.2% | -12.1% | +12.4% | +0.4% |
| 3M | +0.6% | -47.9% | +48.5% | +1.8% |
| 6M | -4.5% | +74.3% | -78.8% | -7.3% |
| YTD | -4.7% | +65.9% | -70.6% | -7.6% |
| All | -5.1% | +60.4% | -65.5% | -7.2% |
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