+7.6%
SW vs WOLF
+32.2%
-24.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +16.8% | -17.8% | -1.8% |
| 7D | +2.3% | +8.2% | -5.9% | +1.8% |
| 30D | +6.8% | -24.2% | +30.9% | +8.1% |
| 3M | -5.2% | -13.8% | +8.6% | -5.3% |
| 6M | +7.4% | -44.8% | +52.2% | +9.0% |
| YTD | +17.4% | +36.6% | -19.2% | +7.3% |
| 1Y | +27.1% | +27.6% | -0.5% | +16.2% |
| All | +7.6% | +32.2% | -24.6% | -0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling