+45.8%
SM vs WOLF
+57.5%
-11.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.6% | -8.7% | -2.8% |
| 7D | -0.5% | +9.7% | -10.2% | 0.0% |
| 30D | +25.6% | +12.5% | +13.0% | +26.6% |
| 3M | +8.0% | -57.7% | +65.8% | +6.2% |
| 6M | +50.8% | +37.7% | +13.1% | +51.6% |
| YTD | +97.9% | +62.8% | +35.0% | +98.0% |
| All | +45.8% | +57.5% | -11.7% | +48.3% |
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