+203.5%
UMC vs WOLF
+44.0%
+159.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.6% | +1.8% |
| 7D | +9.0% | -8.6% | +17.6% | +10.6% |
| 30D | +17.2% | -18.3% | +35.5% | +21.0% |
| 3M | +11.4% | -43.1% | +54.5% | +19.0% |
| 6M | +137.5% | +42.4% | +95.1% | +121.5% |
| YTD | +193.1% | +48.9% | +144.2% | +171.7% |
| All | +203.5% | +44.0% | +159.5% | +177.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling