+41.8%
UPS vs WOLF
+37.9%
+3.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.3% | +8.2% | +2.0% |
| 7D | +3.8% | +4.4% | -0.6% | +3.7% |
| 30D | +17.4% | +1.0% | +16.3% | +17.2% |
| 3M | +8.2% | -21.2% | +29.4% | +8.6% |
| 6M | +17.9% | -60.3% | +78.3% | +19.7% |
| YTD | +18.7% | +42.6% | -23.9% | +12.3% |
| 1Y | +24.8% | +36.5% | -11.7% | +17.8% |
| All | +41.8% | +37.9% | +3.8% | +36.2% |
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