+46.2%
SLB vs WOLF
-3.0%
+49.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.7% | -1.1% |
| 7D | -4.1% | -14.5% | +10.4% | -3.7% |
| 30D | +2.5% | -32.0% | +34.6% | +3.4% |
| 3M | +2.0% | -15.8% | +17.8% | +2.0% |
| 6M | -6.3% | -36.6% | +30.2% | -5.5% |
| YTD | +36.5% | +30.9% | +5.6% | +33.0% |
| 1Y | +46.2% | +4.1% | +42.2% | +39.0% |
| All | +46.2% | -3.0% | +49.3% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling