+29.5%
S vs WOLF
+45.7%
-16.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | +1.4% | +17.0% | -15.6% | +0.3% |
| 30D | -10.8% | -14.3% | +3.5% | -10.5% |
| 3M | +5.4% | -10.5% | +15.9% | +5.3% |
| 6M | +41.2% | -43.7% | +84.9% | +42.9% |
| YTD | +56.2% | +50.7% | +5.5% | +46.9% |
| 1Y | +36.3% | +46.7% | -10.4% | +28.5% |
| All | +29.5% | +45.7% | -16.2% | +21.9% |
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 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