+76.7%
SWK vs WOLF
+58.7%
+18.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -1.1% |
| 7D | -2.3% | +21.5% | -23.7% | -3.9% |
| 30D | +30.4% | -1.2% | +31.7% | +30.0% |
| 3M | +12.1% | -8.2% | +20.3% | +11.9% |
| 6M | +49.1% | -45.0% | +94.1% | +51.7% |
| YTD | +60.4% | +59.0% | +1.5% | +42.5% |
| All | +76.7% | +58.7% | +18.0% | +58.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling