+70.5%
UMAC vs WOLF
+39.8%
+30.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.7% | +4.5% | -0.5% |
| 7D | -4.0% | -6.2% | +2.2% | -1.9% |
| 30D | -9.4% | -16.5% | +7.1% | -4.5% |
| 3M | +3.0% | -42.0% | +45.0% | +18.8% |
| 6M | +27.2% | +51.8% | -24.6% | +10.4% |
| YTD | +84.7% | +44.6% | +40.1% | +58.0% |
| All | +70.5% | +39.8% | +30.7% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling