+2.2%
SPGI vs WOLF
+58.7%
-56.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.2% | +0.7% |
| 7D | -1.4% | +21.5% | -22.8% | -0.2% |
| 30D | +15.3% | -1.2% | +16.5% | +15.6% |
| 3M | +16.5% | -8.2% | +24.7% | +16.8% |
| 6M | +19.8% | -45.0% | +64.8% | +17.7% |
| YTD | -3.2% | +59.0% | -62.2% | -0.5% |
| All | +2.2% | +58.7% | -56.5% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling