-14.8%
STRL vs WOLF
+45.1%
-59.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +9.8% | +5.2% | +12.1% |
| 7D | -13.3% | +25.3% | -38.6% | -18.6% |
| 30D | -43.3% | -14.7% | -28.7% | -41.1% |
| 3M | -46.9% | -20.5% | -26.3% | -44.3% |
| 6M | -65.6% | -43.9% | -21.6% | -62.4% |
| YTD | -5.1% | +50.0% | -55.1% | -15.5% |
| 1Y | -23.1% | +45.5% | -68.6% | -31.6% |
| All | -14.8% | +45.1% | -59.9% | -22.0% |
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