+82.0%
STM vs WOLF
+39.8%
+42.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.7% | +6.2% | +0.3% |
| 7D | -1.1% | -6.2% | +5.2% | +0.4% |
| 30D | -7.8% | -16.5% | +8.7% | -4.0% |
| 3M | -28.2% | -42.0% | +13.8% | -20.4% |
| 6M | +52.0% | +51.8% | +0.2% | +43.5% |
| YTD | +96.4% | +44.6% | +51.8% | +85.4% |
| All | +82.0% | +39.8% | +42.1% | +71.3% |
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