+11.8%
SW vs WOLF
+57.5%
-45.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.6% | -4.4% | +0.9% |
| 7D | -5.1% | +9.7% | -14.8% | -5.7% |
| 30D | -4.6% | +12.5% | -17.1% | -5.7% |
| 3M | +9.4% | -57.7% | +67.1% | +15.4% |
| 6M | +3.5% | +37.7% | -34.2% | -3.4% |
| YTD | +22.0% | +62.8% | -40.8% | +11.1% |
| All | +11.8% | +57.5% | -45.7% | +3.0% |
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 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