+9.5%
S vs WOLF
+39.8%
-30.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.7% | +9.6% | +2.3% |
| 7D | +0.1% | -6.2% | +6.3% | +0.3% |
| 30D | -11.8% | -16.5% | +4.7% | -11.3% |
| 3M | +33.9% | -42.0% | +76.0% | +36.2% |
| 6M | +40.1% | +51.8% | -11.7% | +33.3% |
| YTD | +32.1% | +44.6% | -12.5% | +24.9% |
| All | +9.5% | +39.8% | -30.3% | +3.7% |
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