-87.8%
SMR vs WOLF
+37.9%
-125.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.3% | +3.0% | -1.3% |
| 7D | -8.3% | +4.4% | -12.6% | -9.5% |
| 30D | -20.1% | +1.0% | -21.1% | -20.6% |
| 3M | -52.7% | -21.2% | -31.5% | -50.5% |
| 6M | -61.0% | -60.3% | -0.7% | -52.7% |
| YTD | -67.1% | +42.6% | -109.7% | -71.3% |
| 1Y | -79.9% | +36.5% | -116.4% | -82.3% |
| All | -87.8% | +37.9% | -125.7% | -88.8% |
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