+14.3%
SHW vs WOLF
-43.5%
+57.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | +0.1% |
| 7D | -2.1% | +21.5% | -23.6% | -2.1% |
| 30D | +11.1% | -1.2% | +12.4% | +11.3% |
| 3M | -2.2% | -8.2% | +6.0% | -2.0% |
| 6M | +14.3% | -45.0% | +59.3% | +14.7% |
| All | +14.3% | -43.5% | +57.8% | +14.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling