+56.1%
SEI vs WOLF
+39.8%
+16.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -7.7% | +2.5% | -3.3% |
| 7D | +20.7% | -6.2% | +26.9% | +22.5% |
| 30D | +9.1% | -16.5% | +25.6% | +13.9% |
| 3M | -6.0% | -42.0% | +36.0% | +3.2% |
| 6M | +18.9% | +51.8% | -32.9% | +10.7% |
| YTD | +40.1% | +44.6% | -4.4% | +30.1% |
| All | +56.1% | +39.8% | +16.2% | +45.6% |
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