+46.2%
SAN vs WOLF
+60.4%
-14.3%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.3% | -0.6% |
| 7D | +3.3% | +9.8% | -6.4% | +2.8% |
| 30D | +1.1% | -12.1% | +13.2% | +1.7% |
| 3M | +22.2% | -47.9% | +70.1% | +24.7% |
| 6M | +36.0% | +74.3% | -38.3% | +27.4% |
| YTD | +28.2% | +65.9% | -37.6% | +20.3% |
| All | +46.2% | +60.4% | -14.3% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling