+178.5%
UMC vs WOLF
+57.5%
+121.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.6% | -1.0% | +3.6% |
| 7D | +5.0% | +9.7% | -4.7% | +3.2% |
| 30D | +7.7% | +12.5% | -4.9% | +4.2% |
| 3M | +1.7% | -57.7% | +59.4% | +11.8% |
| 6M | +113.9% | +37.7% | +76.2% | +98.2% |
| YTD | +168.9% | +62.8% | +106.1% | +145.6% |
| All | +178.5% | +57.5% | +121.0% | +151.0% |
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