+21.2%
UNH vs WOLF
+37.9%
-16.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.3% | +6.9% | +0.7% |
| 7D | +3.4% | +4.4% | -1.0% | +3.3% |
| 30D | +3.0% | +1.0% | +2.0% | +2.9% |
| 3M | +2.7% | -21.2% | +23.9% | +2.9% |
| 6M | +2.8% | -60.3% | +63.1% | +4.1% |
| YTD | +25.9% | +42.6% | -16.7% | +19.1% |
| 1Y | +25.8% | +36.5% | -10.7% | +18.7% |
| All | +21.2% | +37.9% | -16.8% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling