-11.1%
SRE vs WOLF
+29.9%
-41.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.3% | +7.0% | +0.7% |
| 7D | +1.8% | +4.4% | -2.6% | +1.7% |
| 30D | -3.0% | +1.0% | -4.0% | -3.0% |
| 3M | -7.3% | -21.2% | +13.9% | -7.2% |
| 6M | -11.9% | -60.3% | +48.4% | -11.4% |
| YTD | -7.9% | +42.6% | -50.5% | -10.3% |
| 1Y | -11.1% | +36.5% | -47.7% | -13.6% |
| All | -11.1% | +29.9% | -41.0% | -13.6% |
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