-42.2%
STLA vs WOLF
+44.0%
-86.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.0% | -0.7% | +2.1% |
| 7D | -2.9% | -8.6% | +5.7% | -2.5% |
| 30D | +0.9% | -18.3% | +19.2% | +1.7% |
| 3M | -21.6% | -43.1% | +21.5% | -19.6% |
| 6M | -21.6% | +42.4% | -64.0% | -24.4% |
| YTD | -50.4% | +48.9% | -99.3% | -52.6% |
| All | -42.2% | +44.0% | -86.2% | -42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling