+47.0%
SLB vs WOLF
+45.1%
+1.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.8% | -8.9% | +0.7% |
| 7D | -3.7% | +25.3% | -29.0% | -4.2% |
| 30D | +2.9% | -14.7% | +17.6% | +3.0% |
| 3M | +0.2% | -20.5% | +20.8% | +0.2% |
| 6M | -4.4% | -43.9% | +39.5% | -3.4% |
| YTD | +33.4% | +50.0% | -16.6% | +32.5% |
| 1Y | +40.8% | +45.5% | -4.7% | +40.0% |
| All | +47.0% | +45.1% | +1.9% | +47.6% |
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