+67.6%
STLD vs WOLF
+37.9%
+29.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.3% | +3.1% | -2.8% |
| 7D | +2.9% | +4.4% | -1.4% | +2.6% |
| 30D | -5.6% | +1.0% | -6.6% | -5.9% |
| 3M | -11.7% | -21.2% | +9.5% | -10.9% |
| 6M | -2.8% | -60.3% | +57.6% | +1.7% |
| YTD | +36.4% | +42.6% | -6.2% | +21.0% |
| 1Y | +50.0% | +36.5% | +13.5% | +32.8% |
| All | +67.6% | +37.9% | +29.6% | +51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling