+2.9%
SO vs WOLF
+37.9%
-35.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.3% | +7.5% | +1.1% |
| 7D | +1.4% | +4.4% | -3.0% | +1.4% |
| 30D | +4.7% | +1.0% | +3.7% | +4.9% |
| 3M | +1.7% | -21.2% | +22.9% | +1.7% |
| 6M | +2.2% | -60.3% | +62.5% | +2.2% |
| YTD | +10.0% | +42.6% | -32.7% | +9.7% |
| 1Y | +6.0% | +36.5% | -30.5% | +5.8% |
| All | +2.9% | +37.9% | -35.0% | +2.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling