+34.5%
S vs WOLF
+29.9%
+4.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.3% | +5.9% | +0.1% |
| 7D | +2.0% | +4.4% | -2.4% | +1.7% |
| 30D | -2.7% | +1.0% | -3.7% | -3.0% |
| 3M | -6.9% | -21.2% | +14.3% | -6.3% |
| 6M | +38.1% | -60.3% | +98.4% | +43.4% |
| YTD | +48.0% | +42.6% | +5.4% | +35.0% |
| 1Y | +34.5% | +36.5% | -2.0% | +22.9% |
| All | +34.5% | +29.9% | +4.6% | +22.9% |
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