+289.8%
STX vs WOLF
+51.6%
+238.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.5% | +3.5% | -1.0% |
| 7D | +9.6% | +2.4% | +7.2% | +9.2% |
| 30D | +10.6% | -6.9% | +17.5% | +12.1% |
| 3M | +4.8% | -44.1% | +48.9% | +12.6% |
| 6M | +137.3% | +53.6% | +83.6% | +122.7% |
| YTD | +222.5% | +56.7% | +165.8% | +201.1% |
| All | +289.8% | +51.6% | +238.3% | +265.6% |
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