+7.9%
UMAC vs WOLF
-3.0%
+10.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +1.7% | -12.5% | -11.5% |
| 7D | -26.0% | -14.5% | -11.6% | -22.0% |
| 30D | -40.3% | -32.0% | -8.3% | -32.2% |
| 3M | -51.1% | -15.8% | -35.4% | -50.2% |
| 6M | -5.6% | -36.6% | +30.9% | +9.0% |
| YTD | +2.3% | +30.9% | -28.6% | -5.1% |
| 1Y | +7.9% | +4.1% | +3.8% | +8.8% |
| All | +7.9% | -3.0% | +10.9% | +8.8% |
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 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