-55.3%
SFM vs WOLF
+45.7%
-101.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.4% |
| 7D | -6.9% | +17.0% | -23.9% | -7.4% |
| 30D | -25.0% | -14.3% | -10.7% | -24.5% |
| 3M | -42.7% | -10.5% | -32.3% | -42.6% |
| 6M | -41.0% | -43.7% | +2.7% | -41.4% |
| YTD | -38.7% | +50.7% | -89.3% | -45.4% |
| 1Y | -38.1% | +46.7% | -84.8% | -45.0% |
| All | -55.3% | +45.7% | -101.1% | -55.1% |
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