+46.7%
SM vs WOLF
+57.5%
-10.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.6% | -8.1% | -2.2% |
| 7D | +0.1% | +9.7% | -9.6% | +0.6% |
| 30D | +26.3% | +12.5% | +13.8% | +27.3% |
| 3M | +8.7% | -57.7% | +66.4% | +6.8% |
| 6M | +51.7% | +37.7% | +14.0% | +52.5% |
| YTD | +99.0% | +62.8% | +36.2% | +99.2% |
| All | +46.7% | +57.5% | -10.8% | +49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling