+8.6%
SW vs WOLF
+13.1%
-4.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -10.7% | +9.2% | -0.9% |
| 7D | +4.7% | -18.4% | +23.1% | +5.7% |
| 30D | +5.0% | -36.0% | +41.0% | +7.4% |
| 3M | -7.3% | -19.2% | +11.8% | -7.2% |
| 6M | +15.0% | -44.4% | +59.4% | +16.0% |
| YTD | +18.5% | +16.9% | +1.6% | +9.3% |
| 1Y | +27.1% | +0.5% | +26.6% | +18.0% |
| All | +8.6% | +13.1% | -4.5% | +1.3% |
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