-37.4%
SNAP vs WOLF
+37.9%
-75.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.3% | +7.1% | +1.3% |
| 7D | +6.0% | +4.4% | +1.7% | +5.6% |
| 30D | -13.8% | +1.0% | -14.8% | -14.0% |
| 3M | -0.8% | -21.2% | +20.4% | +0.3% |
| 6M | -6.2% | -60.3% | +54.1% | -1.9% |
| YTD | -34.8% | +42.6% | -77.4% | -41.4% |
| 1Y | -38.7% | +36.5% | -75.2% | -44.7% |
| All | -37.4% | +37.9% | -75.3% | -42.8% |
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