+20.5%
URI vs WOLF
+45.1%
-24.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +9.8% | -2.9% | +6.1% |
| 7D | -4.0% | +25.3% | -29.3% | -5.6% |
| 30D | +6.8% | -14.7% | +21.5% | +7.5% |
| 3M | -2.8% | -20.5% | +17.7% | -2.1% |
| 6M | +20.9% | -43.9% | +64.8% | +22.3% |
| YTD | +40.2% | +50.0% | -9.8% | +31.2% |
| 1Y | +34.1% | +45.5% | -11.4% | +25.0% |
| All | +20.5% | +45.1% | -24.6% | +13.1% |
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