+52.9%
SM vs WOLF
+51.6%
+1.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.1% | +0.3% |
| 7D | -0.2% | +2.4% | -2.6% | -0.1% |
| 30D | +20.3% | -6.9% | +27.2% | +20.1% |
| 3M | +22.9% | -44.1% | +67.0% | +21.4% |
| 6M | +47.8% | +53.6% | -5.8% | +48.2% |
| YTD | +107.5% | +56.7% | +50.8% | +107.2% |
| All | +52.9% | +51.6% | +1.4% | +55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling