-52.7%
STLA vs WOLF
+45.1%
-97.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +9.8% | -10.0% | -0.7% |
| 7D | -6.4% | +25.3% | -31.6% | -7.5% |
| 30D | -1.3% | -14.7% | +13.3% | -0.8% |
| 3M | -19.9% | -20.5% | +0.6% | -19.6% |
| 6M | -42.9% | -43.9% | +1.1% | -41.7% |
| YTD | -59.4% | +50.0% | -109.4% | -61.4% |
| 1Y | -56.8% | +45.5% | -102.4% | -59.0% |
| All | -52.7% | +45.1% | -97.8% | -52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling