-4.3%
UL vs WOLF
+39.8%
-44.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.7% | +6.4% | -1.5% |
| 7D | -4.1% | -6.2% | +2.2% | -4.2% |
| 30D | -1.2% | -16.5% | +15.3% | -1.5% |
| 3M | +6.0% | -42.0% | +48.0% | +5.5% |
| 6M | -5.5% | +51.8% | -57.3% | -6.9% |
| YTD | -3.3% | +44.6% | -47.9% | -4.8% |
| All | -4.3% | +39.8% | -44.1% | -5.8% |
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