-3.7%
UL vs WOLF
+44.0%
-47.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.3% | +0.7% |
| 7D | -3.4% | -8.6% | +5.2% | -3.6% |
| 30D | +0.5% | -18.3% | +18.7% | +0.1% |
| 3M | +7.2% | -43.1% | +50.3% | +6.9% |
| 6M | -3.1% | +42.4% | -45.5% | -4.6% |
| YTD | -2.7% | +48.9% | -51.6% | -4.1% |
| All | -3.7% | +44.0% | -47.7% | -5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling