-33.7%
XYL vs WOLF
+37.9%
-71.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.3% | +6.5% | +0.2% |
| 7D | -3.7% | +4.4% | -8.1% | -3.8% |
| 30D | -8.3% | +1.0% | -9.3% | -8.4% |
| 3M | -21.4% | -21.2% | -0.2% | -21.1% |
| 6M | -12.9% | -60.3% | +47.4% | -10.5% |
| YTD | -30.1% | +42.6% | -72.7% | -33.5% |
| 1Y | -35.2% | +36.5% | -71.7% | -38.4% |
| All | -33.7% | +37.9% | -71.6% | -36.6% |
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