+67.9%
STM vs WOLF
+37.9%
+29.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.3% | +6.9% | +2.3% |
| 7D | +12.0% | +4.4% | +7.6% | +10.6% |
| 30D | -0.4% | +1.0% | -1.4% | -1.3% |
| 3M | -13.2% | -21.2% | +8.0% | -9.3% |
| 6M | -26.1% | -60.3% | +34.3% | -13.8% |
| YTD | +81.2% | +42.6% | +38.6% | +69.6% |
| 1Y | +98.3% | +36.5% | +61.8% | +85.5% |
| All | +67.9% | +37.9% | +29.9% | +56.7% |
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 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