+10.3%
SLV vs WOLF
-3.0%
+13.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.7% | +3.5% | +4.9% |
| 7D | -3.9% | -14.5% | +10.6% | -1.6% |
| 30D | -14.5% | -32.0% | +17.6% | -9.6% |
| 3M | -12.4% | -15.8% | +3.4% | -11.8% |
| 6M | -28.5% | -36.6% | +8.1% | -26.6% |
| YTD | -26.8% | +30.9% | -57.7% | -35.2% |
| 1Y | +10.3% | +4.1% | +6.3% | -1.3% |
| All | +10.3% | -3.0% | +13.4% | -1.3% |
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