-25.5%
XYL vs WOLF
+57.5%
-83.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.6% | -7.7% | -2.2% |
| 7D | -5.0% | +9.7% | -14.7% | -5.3% |
| 30D | -13.2% | +12.5% | -25.8% | -13.6% |
| 3M | -3.7% | -57.7% | +54.0% | -0.6% |
| 6M | -17.7% | +37.7% | -55.4% | -21.4% |
| YTD | -21.5% | +62.8% | -84.4% | -25.5% |
| All | -25.5% | +57.5% | -83.0% | -28.9% |
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