-2.8%
SO vs WOLF
+51.6%
-54.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | -0.8% |
| 7D | 0.0% | +2.4% | -2.3% | +0.1% |
| 30D | -2.5% | -6.9% | +4.4% | -2.5% |
| 3M | -4.2% | -44.1% | +39.9% | -4.2% |
| 6M | -7.7% | +53.6% | -61.3% | -7.8% |
| YTD | +3.8% | +56.7% | -52.9% | +3.5% |
| All | -2.8% | +51.6% | -54.4% | -3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling