-2.7%
USAR vs WOLF
+51.6%
-54.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.5% | +2.1% | -1.7% |
| 7D | -4.4% | +2.4% | -6.8% | -5.2% |
| 30D | -10.4% | -6.9% | -3.5% | -9.2% |
| 3M | -18.4% | -44.1% | +25.7% | -6.8% |
| 6M | -8.8% | +53.6% | -62.4% | -20.5% |
| YTD | +43.4% | +56.7% | -13.3% | +24.6% |
| All | -2.7% | +51.6% | -54.3% | -10.4% |
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 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