-52.6%
STLA vs WOLF
-3.0%
-49.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +3.7% |
| 7D | -0.6% | -14.5% | +13.8% | 0.0% |
| 30D | +3.6% | -32.0% | +35.6% | +5.1% |
| 3M | -20.6% | -15.8% | -4.9% | -20.7% |
| 6M | -34.3% | -36.6% | +2.3% | -32.9% |
| YTD | -57.3% | +30.9% | -88.2% | -58.4% |
| 1Y | -52.6% | +4.1% | -56.7% | -53.8% |
| All | -52.6% | -3.0% | -49.6% | -53.8% |
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