+67.9%
SU vs WOLF
+51.6%
+16.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.5% | +7.2% | +1.6% |
| 7D | +1.6% | +2.4% | -0.8% | +1.6% |
| 30D | +10.7% | -6.9% | +17.6% | +10.6% |
| 3M | +13.5% | -44.1% | +57.6% | +13.3% |
| 6M | +21.8% | +53.6% | -31.8% | +22.0% |
| YTD | +58.8% | +56.7% | +2.2% | +58.8% |
| All | +67.9% | +51.6% | +16.3% | +68.0% |
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