+10.5%
SCHG vs WOLF
+51.6%
-41.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.9% | -0.3% |
| 7D | -0.9% | +2.4% | -3.2% | -1.0% |
| 30D | -2.3% | -6.9% | +4.6% | -2.1% |
| 3M | +4.5% | -44.1% | +48.6% | +7.1% |
| 6M | +13.6% | +53.6% | -40.0% | +7.0% |
| YTD | +7.6% | +56.7% | -49.1% | +0.9% |
| All | +10.5% | +51.6% | -41.0% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling