+25.5%
SM vs WOLF
+53.8%
-28.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.5% | 0.0% | +5.8% |
| 7D | +0.3% | +21.5% | -21.1% | +1.4% |
| 30D | -17.3% | -1.2% | -16.1% | -17.1% |
| 3M | -3.6% | -8.2% | +4.6% | -3.3% |
| 6M | +2.9% | -45.0% | +47.9% | +2.7% |
| YTD | +70.2% | +59.0% | +11.2% | +71.1% |
| 1Y | +66.5% | +59.1% | +7.4% | +67.6% |
| All | +25.5% | +53.8% | -28.3% | +28.1% |
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