+51.3%
SMH vs WOLF
+37.9%
+13.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.3% | +3.4% | -1.7% |
| 7D | +4.9% | +4.4% | +0.5% | +4.0% |
| 30D | -13.8% | +1.0% | -14.8% | -14.3% |
| 3M | -17.4% | -21.2% | +3.8% | -14.8% |
| 6M | -15.0% | -60.3% | +45.4% | -4.8% |
| YTD | +35.2% | +42.6% | -7.5% | +23.4% |
| 1Y | +41.6% | +36.5% | +5.1% | +29.5% |
| All | +51.3% | +37.9% | +13.4% | +39.7% |
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