+34.4%
XLK vs WOLF
+44.0%
-9.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | +1.0% |
| 7D | +0.2% | -8.6% | +8.8% | +1.2% |
| 30D | -0.6% | -18.3% | +17.6% | +1.5% |
| 3M | +2.6% | -43.1% | +45.6% | +7.3% |
| 6M | +34.0% | +42.4% | -8.5% | +25.8% |
| YTD | +30.7% | +48.9% | -18.2% | +21.7% |
| All | +34.4% | +44.0% | -9.6% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling