+60.6%
STM vs WOLF
+45.7%
+14.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.2% |
| 7D | -7.9% | +17.0% | -24.9% | -11.8% |
| 30D | -14.1% | -14.3% | +0.2% | -11.4% |
| 3M | -17.6% | -10.5% | -7.1% | -16.7% |
| 6M | -24.2% | -43.7% | +19.5% | -16.6% |
| YTD | +73.3% | +50.7% | +22.6% | +60.1% |
| 1Y | +90.1% | +46.7% | +43.4% | +75.1% |
| All | +60.6% | +45.7% | +14.9% | +47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling