-35.4%
SNAP vs WOLF
+60.4%
-95.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.9% |
| 7D | +1.5% | +9.8% | -8.3% | +0.7% |
| 30D | +1.9% | -12.1% | +14.0% | +2.7% |
| 3M | -3.9% | -47.9% | +44.0% | -0.2% |
| 6M | +5.2% | +74.3% | -69.1% | -6.2% |
| YTD | -32.7% | +65.9% | -98.6% | -39.8% |
| All | -35.4% | +60.4% | -95.8% | -41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling