+64.9%
SN vs WOLF
+60.4%
+4.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.9% |
| 7D | +0.1% | +9.8% | -9.6% | -0.5% |
| 30D | -5.6% | -12.1% | +6.5% | -5.1% |
| 3M | +48.1% | -47.9% | +96.0% | +52.8% |
| 6M | +57.6% | +74.3% | -16.7% | +41.1% |
| YTD | +56.5% | +65.9% | -9.4% | +40.0% |
| All | +64.9% | +60.4% | +4.4% | +52.5% |
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