+27.6%
SOLS vs WOLF
-20.3%
+47.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.7% | +5.0% | -1.6% |
| 7D | +0.3% | -6.2% | +6.5% | +1.2% |
| 30D | +0.9% | -16.5% | +17.4% | +3.3% |
| 3M | -20.7% | -42.0% | +21.4% | -15.7% |
| 6M | -17.7% | +51.8% | -69.5% | -29.5% |
| YTD | +27.1% | +44.6% | -17.5% | +8.2% |
| All | +27.6% | -20.3% | +47.9% | +9.5% |
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