-18.2%
SNPS vs WOLF
+57.5%
-75.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +5.6% | -11.0% | -6.1% |
| 7D | -11.0% | +9.7% | -20.7% | -12.1% |
| 30D | -1.7% | +12.5% | -14.3% | -3.8% |
| 3M | -20.4% | -57.7% | +37.4% | -13.5% |
| 6M | -8.6% | +37.7% | -46.3% | -18.7% |
| YTD | -16.2% | +62.8% | -79.0% | -27.8% |
| All | -18.2% | +57.5% | -75.7% | -28.3% |
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