+14.2%
SPY vs WOLF
+45.7%
-31.5%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -0.6% | +17.0% | -17.6% | -1.5% |
| 30D | -3.7% | -14.3% | +10.6% | -3.3% |
| 3M | -2.7% | -10.5% | +7.7% | -2.9% |
| 6M | +2.2% | -43.7% | +45.9% | +3.1% |
| YTD | +10.8% | +50.7% | -39.8% | +5.2% |
| 1Y | +11.2% | +46.7% | -35.5% | +5.5% |
| All | +14.2% | +45.7% | -31.5% | +9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling