+13.3%
SLV vs WOLF
+45.1%
-31.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.8% | -7.1% | +1.4% |
| 7D | +5.6% | +25.3% | -19.6% | +2.2% |
| 30D | -12.1% | -14.7% | +2.5% | -10.9% |
| 3M | -16.3% | -20.5% | +4.3% | -15.0% |
| 6M | -34.1% | -43.9% | +9.9% | -31.4% |
| YTD | -25.3% | +50.0% | -75.3% | -31.4% |
| 1Y | +9.6% | +45.5% | -35.9% | +0.4% |
| All | +13.3% | +45.1% | -31.8% | +2.8% |
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