+27.4%
USB vs WOLF
+32.2%
-4.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +16.8% | -17.3% | -0.7% |
| 7D | 0.0% | +8.2% | -8.2% | -0.1% |
| 30D | +5.8% | -24.2% | +30.0% | +6.1% |
| 3M | -6.0% | -13.8% | +7.8% | -5.9% |
| 6M | +7.8% | -44.8% | +52.5% | +7.8% |
| YTD | +14.6% | +36.6% | -22.1% | +10.9% |
| 1Y | +31.8% | +27.6% | +4.2% | +27.4% |
| All | +27.4% | +32.2% | -4.8% | +22.7% |
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