+47.2%
STRL vs WOLF
+60.4%
-13.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.4% | +2.7% |
| 7D | +10.1% | +9.8% | +0.3% | +7.5% |
| 30D | -8.2% | -12.1% | +3.9% | -5.3% |
| 3M | -43.7% | -47.9% | +4.2% | -36.7% |
| 6M | +27.1% | +74.3% | -47.2% | +11.2% |
| YTD | +64.0% | +65.9% | -1.9% | +43.5% |
| All | +47.2% | +60.4% | -13.2% | +32.6% |
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