+23.1%
URI vs WOLF
+53.8%
-30.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.5% | -1.4% | +3.7% |
| 7D | +2.6% | +21.5% | -18.9% | +1.1% |
| 30D | +9.1% | -1.2% | +10.3% | +8.7% |
| 3M | +1.0% | -8.2% | +9.1% | +0.8% |
| 6M | +23.3% | -45.0% | +68.3% | +24.9% |
| YTD | +43.3% | +59.0% | -15.7% | +33.5% |
| 1Y | +35.9% | +59.1% | -23.1% | +26.0% |
| All | +23.1% | +53.8% | -30.6% | +15.1% |
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