+8.6%
XLF vs WOLF
+57.5%
-48.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.6% | -6.4% | -0.8% |
| 7D | 0.0% | +9.7% | -9.7% | -0.1% |
| 30D | +0.2% | +12.5% | -12.4% | 0.0% |
| 3M | +11.7% | -57.7% | +69.4% | +12.5% |
| 6M | +13.8% | +37.7% | -23.9% | +11.0% |
| YTD | +7.0% | +62.8% | -55.8% | +4.3% |
| All | +8.6% | +57.5% | -48.9% | +5.5% |
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 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