+62.8%
STLD vs WOLF
+32.2%
+30.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +16.8% | -16.4% | -0.7% |
| 7D | -11.1% | +8.2% | -19.4% | -11.7% |
| 30D | -4.8% | -24.2% | +19.4% | -3.5% |
| 3M | -14.6% | -13.8% | -0.8% | -14.4% |
| 6M | -7.4% | -44.8% | +37.4% | -6.6% |
| YTD | +32.6% | +36.6% | -4.1% | +17.9% |
| 1Y | +47.3% | +27.6% | +19.8% | +31.1% |
| All | +62.8% | +32.2% | +30.6% | +47.6% |
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