+18.2%
SBUX vs WOLF
+44.0%
-25.8%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -0.5% |
| 7D | -5.5% | -8.6% | +3.1% | -5.4% |
| 30D | -8.5% | -18.3% | +9.8% | -8.4% |
| 3M | -2.9% | -43.1% | +40.2% | -3.0% |
| 6M | -1.5% | +42.4% | -43.9% | -4.7% |
| YTD | +19.4% | +48.9% | -29.5% | +15.6% |
| All | +18.2% | +44.0% | -25.8% | +14.9% |
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