+16.1%
UL vs WOLF
-46.2%
+62.2%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.6% | 0.0% |
| 7D | -2.5% | +30.2% | -32.7% | 0.0% |
| 30D | +5.7% | -7.2% | +12.9% | +6.0% |
| 3M | +7.0% | -16.4% | +23.4% | +7.0% |
| 6M | +16.1% | -50.7% | +66.7% | +14.4% |
| All | +16.1% | -46.2% | +62.2% | +14.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling