-40.5%
STLA vs WOLF
+57.5%
-98.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.6% | -4.4% | +1.0% |
| 7D | +2.6% | +9.7% | -7.1% | +2.1% |
| 30D | -1.2% | +12.5% | -13.8% | -2.4% |
| 3M | -24.8% | -57.7% | +33.0% | -21.5% |
| 6M | -25.6% | +37.7% | -63.3% | -28.1% |
| YTD | -48.9% | +62.8% | -111.8% | -51.4% |
| All | -40.5% | +57.5% | -98.0% | -40.6% |
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