+48.9%
XOM vs WOLF
+39.8%
+9.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.7% | +8.3% | +0.3% |
| 7D | +1.9% | -6.2% | +8.1% | +1.6% |
| 30D | +4.1% | -16.5% | +20.6% | +3.5% |
| 3M | +10.4% | -42.0% | +52.4% | +8.9% |
| 6M | +13.0% | +51.8% | -38.8% | +15.1% |
| YTD | +40.1% | +44.6% | -4.5% | +42.6% |
| All | +48.9% | +39.8% | +9.0% | +53.1% |
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