-53.1%
SFM vs WOLF
+47.3%
-100.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.2% | +5.8% | +1.8% |
| 7D | -0.4% | +30.2% | -30.6% | -1.4% |
| 30D | -19.2% | -7.2% | -12.0% | -19.0% |
| 3M | -40.3% | -16.4% | -23.9% | -40.0% |
| 6M | -40.9% | -50.7% | +9.8% | -40.6% |
| YTD | -35.5% | +52.3% | -87.8% | -42.6% |
| 1Y | -37.4% | +35.6% | -73.0% | -43.3% |
| All | -53.1% | +47.3% | -100.3% | -52.8% |
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