-2.2%
XRT vs WOLF
+51.6%
-53.8%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.9% | -1.5% |
| 7D | -2.4% | +2.4% | -4.8% | -2.5% |
| 30D | -6.9% | -6.9% | 0.0% | -6.8% |
| 3M | -0.4% | -44.1% | +43.7% | +1.2% |
| 6M | +2.2% | +53.6% | -51.4% | -3.1% |
| YTD | -0.7% | +56.7% | -57.4% | -6.3% |
| All | -2.2% | +51.6% | -53.8% | -6.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling