-41.0%
SNAP vs WOLF
+32.2%
-73.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +16.8% | -19.4% | -4.1% |
| 7D | -7.1% | +8.2% | -15.4% | -7.8% |
| 30D | -14.6% | -24.2% | +9.5% | -13.0% |
| 3M | -5.0% | -13.8% | +8.8% | -5.0% |
| 6M | -18.8% | -44.8% | +26.0% | -18.1% |
| YTD | -38.5% | +36.6% | -75.2% | -44.5% |
| 1Y | -38.1% | +27.6% | -65.6% | -44.0% |
| All | -41.0% | +32.2% | -73.1% | -45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling