+30.6%
USB vs WOLF
+45.1%
-14.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.8% | -7.3% | +2.4% |
| 7D | +0.8% | +25.3% | -24.5% | +0.5% |
| 30D | +6.8% | -14.7% | +21.4% | +6.9% |
| 3M | -3.8% | -20.5% | +16.8% | -3.7% |
| 6M | +11.7% | -43.9% | +55.7% | +11.8% |
| YTD | +17.5% | +50.0% | -32.5% | +13.6% |
| 1Y | +33.8% | +45.5% | -11.8% | +29.2% |
| All | +30.6% | +45.1% | -14.5% | +25.6% |
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