+7.9%
STZ vs WOLF
+32.2%
-24.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +16.8% | -18.6% | -1.4% |
| 7D | +4.9% | +8.2% | -3.3% | +5.2% |
| 30D | +20.9% | -24.2% | +45.0% | +20.7% |
| 3M | +8.0% | -13.8% | +21.8% | +7.9% |
| 6M | -5.3% | -44.8% | +39.5% | -5.3% |
| YTD | +5.9% | +36.6% | -30.7% | +5.9% |
| 1Y | +14.2% | +27.6% | -13.3% | +14.0% |
| All | +7.9% | +32.2% | -24.2% | +8.5% |
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