+64.0%
SEI vs WOLF
+44.0%
+20.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.0% | +2.1% | +4.4% |
| 7D | +22.6% | -8.6% | +31.2% | +25.2% |
| 30D | +9.1% | -18.3% | +27.4% | +14.4% |
| 3M | -11.3% | -43.1% | +31.7% | -2.7% |
| 6M | +22.0% | +42.4% | -20.4% | +14.3% |
| YTD | +47.3% | +48.9% | -1.6% | +35.7% |
| All | +64.0% | +44.0% | +20.0% | +52.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling