+86.4%
STM vs WOLF
+60.4%
+25.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.0% |
| 7D | +5.2% | +9.8% | -4.6% | +2.8% |
| 30D | -7.4% | -12.1% | +4.8% | -4.8% |
| 3M | -30.6% | -47.9% | +17.3% | -22.4% |
| 6M | +66.4% | +74.3% | -7.9% | +51.9% |
| YTD | +101.1% | +65.9% | +35.3% | +83.7% |
| All | +86.4% | +60.4% | +25.9% | +69.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling