+71.6%
SM vs WOLF
-3.0%
+74.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | +1.7% | -16.9% | -15.2% |
| 7D | -21.5% | -14.5% | -7.0% | -22.2% |
| 30D | -11.4% | -32.0% | +20.6% | -13.3% |
| 3M | +0.6% | -15.8% | +16.4% | +0.4% |
| 6M | +0.2% | -36.6% | +36.8% | +0.3% |
| YTD | +69.7% | +30.9% | +38.8% | +70.1% |
| 1Y | +71.6% | +4.1% | +67.5% | +70.5% |
| All | +71.6% | -3.0% | +74.6% | +70.5% |
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