+30.7%
USB vs WOLF
+37.9%
-7.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.3% | +7.2% | +0.9% |
| 7D | +2.6% | +4.4% | -1.8% | +2.5% |
| 30D | +8.4% | +1.0% | +7.4% | +8.3% |
| 3M | -5.5% | -21.2% | +15.7% | -5.4% |
| 6M | +17.7% | -60.3% | +78.1% | +18.6% |
| YTD | +17.6% | +42.6% | -25.1% | +13.7% |
| 1Y | +33.9% | +36.5% | -2.6% | +29.4% |
| All | +30.7% | +37.9% | -7.3% | +25.8% |
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