+31.2%
SPG vs WOLF
+45.1%
-13.9%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.8% | -7.8% | +2.0% |
| 7D | +5.1% | +25.3% | -20.2% | +5.2% |
| 30D | +16.8% | -14.7% | +31.5% | +16.8% |
| 3M | +5.7% | -20.5% | +26.2% | +5.6% |
| 6M | +17.8% | -43.9% | +61.7% | +17.8% |
| YTD | +30.1% | +50.0% | -19.9% | +26.4% |
| 1Y | +32.8% | +45.5% | -12.7% | +28.9% |
| All | +31.2% | +45.1% | -13.9% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling