-25.9%
STRL vs WOLF
+32.2%
-58.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +16.8% | -13.4% | -1.3% |
| 7D | -26.9% | +8.2% | -35.1% | -28.6% |
| 30D | -52.7% | -24.2% | -28.5% | -49.2% |
| 3M | -52.8% | -13.8% | -39.1% | -51.6% |
| 6M | -71.5% | -44.8% | -26.7% | -68.5% |
| YTD | -17.4% | +36.6% | -54.1% | -24.7% |
| 1Y | -35.0% | +27.6% | -62.5% | -40.5% |
| All | -25.9% | +32.2% | -58.0% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling