-77.7%
SOUN vs WOLF
+37.9%
-115.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.3% | +3.3% | -1.6% |
| 7D | -15.1% | +4.4% | -19.5% | -16.0% |
| 30D | -23.0% | +1.0% | -24.0% | -24.0% |
| 3M | -53.3% | -21.2% | -32.1% | -52.0% |
| 6M | -58.6% | -60.3% | +1.8% | -52.6% |
| YTD | -65.0% | +42.6% | -107.6% | -72.5% |
| 1Y | -71.4% | +36.5% | -107.9% | -77.5% |
| All | -77.7% | +37.9% | -115.7% | -81.4% |
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