+47.2%
SNOW vs WOLF
+51.6%
-4.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | -1.0% |
| 7D | +8.4% | +2.4% | +6.0% | +8.3% |
| 30D | -1.0% | -6.9% | +5.9% | -0.8% |
| 3M | +38.3% | -44.1% | +82.4% | +38.8% |
| 6M | +81.3% | +53.6% | +27.7% | +70.5% |
| YTD | +51.1% | +56.7% | -5.6% | +40.8% |
| All | +47.2% | +51.6% | -4.4% | +37.6% |
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