-11.3%
USAR vs WOLF
+44.0%
-55.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.0% | -6.0% | -3.9% |
| 7D | -11.6% | -8.6% | -3.1% | -9.2% |
| 30D | -15.5% | -18.3% | +2.8% | -10.8% |
| 3M | -31.0% | -43.1% | +12.1% | -21.3% |
| 6M | -26.2% | +42.4% | -68.6% | -34.2% |
| YTD | +30.8% | +48.9% | -18.1% | +15.4% |
| All | -11.3% | +44.0% | -55.3% | -17.0% |
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