+20.7%
XLK vs WOLF
-3.0%
+23.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.2% |
| 7D | -7.6% | -14.5% | +6.9% | -5.7% |
| 30D | -12.2% | -32.0% | +19.9% | -7.9% |
| 3M | -5.5% | -15.8% | +10.3% | -4.7% |
| 6M | +9.2% | -36.6% | +45.8% | +11.6% |
| YTD | +23.0% | +30.9% | -7.9% | +13.4% |
| 1Y | +20.7% | +4.1% | +16.6% | +13.0% |
| All | +20.7% | -3.0% | +23.7% | +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