+192.5%
UMC vs WOLF
+60.4%
+132.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.9% | +3.2% | +4.7% |
| 7D | +6.6% | +9.8% | -3.2% | +4.9% |
| 30D | +16.6% | -12.1% | +28.7% | +18.7% |
| 3M | +11.0% | -47.9% | +58.9% | +19.1% |
| 6M | +131.3% | +74.3% | +57.0% | +109.9% |
| YTD | +182.5% | +65.9% | +116.6% | +157.2% |
| All | +192.5% | +60.4% | +132.1% | +162.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling