+66.2%
STLD vs WOLF
+45.1%
+21.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.8% | -7.7% | +1.4% |
| 7D | -9.7% | +25.3% | -34.9% | -11.1% |
| 30D | -4.5% | -14.7% | +10.1% | -4.0% |
| 3M | -13.1% | -20.5% | +7.4% | -12.5% |
| 6M | -2.8% | -43.9% | +41.2% | -1.7% |
| YTD | +35.3% | +50.0% | -14.7% | +19.6% |
| 1Y | +51.4% | +45.5% | +5.9% | +33.4% |
| All | +66.2% | +45.1% | +21.1% | +49.7% |
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