+7.4%
S vs WOLF
+60.4%
-53.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.1% | -2.4% |
| 7D | -5.8% | +9.8% | -15.6% | -6.3% |
| 30D | -9.2% | -12.1% | +2.9% | -8.9% |
| 3M | +23.4% | -47.9% | +71.3% | +26.4% |
| 6M | +36.9% | +74.3% | -37.4% | +29.5% |
| YTD | +29.5% | +65.9% | -36.3% | +21.8% |
| All | +7.4% | +60.4% | -53.0% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling