+28.1%
XYZ vs WOLF
+40.4%
-12.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.4% |
| 7D | +12.6% | +17.0% | -4.4% | +11.6% |
| 30D | +10.8% | -14.3% | +25.1% | +11.2% |
| 3M | +8.4% | -10.5% | +18.8% | +8.1% |
| 6M | +14.3% | -43.7% | +58.0% | +14.6% |
| YTD | +31.5% | +50.7% | -19.2% | +17.7% |
| 1Y | +28.1% | +46.7% | -18.6% | +11.9% |
| All | +28.1% | +40.4% | -12.3% | +11.9% |
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