+20.3%
XLP vs WOLF
+53.8%
-33.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.1% | +0.6% |
| 7D | -0.5% | +21.5% | -22.0% | +0.1% |
| 30D | +8.3% | -1.2% | +9.6% | +8.6% |
| 3M | +8.7% | -8.2% | +16.9% | +9.0% |
| 6M | +11.2% | -45.0% | +56.2% | +11.0% |
| YTD | +20.0% | +59.0% | -39.0% | +19.2% |
| 1Y | +21.3% | +59.1% | -37.7% | +20.5% |
| All | +20.3% | +53.8% | -33.5% | +19.5% |
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 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