-37.5%
SE vs WOLF
+60.4%
-98.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +1.0% |
| 7D | +0.6% | +9.8% | -9.2% | +0.1% |
| 30D | -0.1% | -12.1% | +12.1% | +0.5% |
| 3M | +34.1% | -47.9% | +82.0% | +38.4% |
| 6M | +23.2% | +74.3% | -51.1% | +14.4% |
| YTD | -11.2% | +65.9% | -77.0% | -17.8% |
| All | -37.5% | +60.4% | -98.0% | -42.7% |
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