+20.3%
URI vs WOLF
+37.9%
-17.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.3% | +5.1% | -0.8% |
| 7D | +6.7% | +4.4% | +2.4% | +6.4% |
| 30D | +8.9% | +1.0% | +7.8% | +8.5% |
| 3M | +0.5% | -21.2% | +21.7% | +1.4% |
| 6M | +20.7% | -60.3% | +81.0% | +24.8% |
| YTD | +40.0% | +42.6% | -2.6% | +31.5% |
| 1Y | +34.4% | +36.5% | -2.1% | +25.9% |
| All | +20.3% | +37.9% | -17.6% | +13.4% |
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