+18.8%
SM vs WOLF
+45.7%
-26.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.5% |
| 7D | -19.5% | +17.0% | -36.5% | -18.8% |
| 30D | -20.2% | -14.3% | -5.9% | -20.6% |
| 3M | -6.5% | -10.5% | +4.0% | -6.4% |
| 6M | +1.6% | -43.7% | +45.3% | +1.2% |
| YTD | +61.2% | +50.7% | +10.6% | +61.6% |
| 1Y | +65.4% | +46.7% | +18.7% | +66.0% |
| All | +18.8% | +45.7% | -26.9% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling