-58.7%
STLA vs WOLF
+47.3%
-106.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.2% | -1.9% | -5.9% |
| 7D | -13.1% | +30.2% | -43.3% | -14.3% |
| 30D | -13.3% | -7.2% | -6.0% | -13.1% |
| 3M | -27.9% | -16.4% | -11.5% | -27.7% |
| 6M | -47.8% | -50.7% | +2.8% | -46.4% |
| YTD | -64.6% | +52.3% | -116.8% | -66.3% |
| 1Y | -64.0% | +35.6% | -99.6% | -65.6% |
| All | -58.7% | +47.3% | -106.0% | -58.8% |
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 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