-33.2%
SFM vs WOLF
+51.6%
-84.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.5% | +1.6% | -3.7% |
| 7D | -7.2% | +2.4% | -9.5% | -7.3% |
| 30D | -14.3% | -6.9% | -7.4% | -14.1% |
| 3M | -13.7% | -44.1% | +30.4% | -12.6% |
| 6M | -6.0% | +53.6% | -59.6% | -14.5% |
| YTD | -8.2% | +56.7% | -64.9% | -18.3% |
| All | -33.2% | +51.6% | -84.8% | -32.8% |
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 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