+33.0%
SIRI vs WOLF
+39.8%
-6.8%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.7% | +8.9% | +1.3% |
| 7D | -3.0% | -6.2% | +3.2% | -2.9% |
| 30D | +1.3% | -16.5% | +17.8% | +1.6% |
| 3M | +5.6% | -42.0% | +47.7% | +6.8% |
| 6M | +35.2% | +51.8% | -16.7% | +36.5% |
| YTD | +49.1% | +44.6% | +4.5% | +50.3% |
| All | +33.0% | +39.8% | -6.8% | +27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling