-39.9%
SNAP vs WOLF
+45.1%
-85.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.8% | -8.0% | +0.9% |
| 7D | -7.3% | +25.3% | -32.6% | -9.2% |
| 30D | -18.9% | -14.7% | -4.3% | -18.3% |
| 3M | -5.3% | -20.5% | +15.3% | -4.4% |
| 6M | -16.9% | -43.9% | +27.0% | -16.2% |
| YTD | -37.4% | +50.0% | -87.5% | -44.0% |
| 1Y | -38.5% | +45.5% | -84.0% | -44.7% |
| All | -39.9% | +45.1% | -85.0% | -45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling