+28.0%
USB vs WOLF
+13.1%
+14.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -10.7% | +8.6% | -2.0% |
| 7D | -1.5% | -18.4% | +16.9% | -1.3% |
| 30D | +4.3% | -36.0% | +40.3% | +4.8% |
| 3M | -6.1% | -19.2% | +13.1% | -5.9% |
| 6M | +9.4% | -44.4% | +53.8% | +9.1% |
| YTD | +15.2% | +16.9% | -1.8% | +11.7% |
| 1Y | +32.8% | +0.5% | +32.2% | +28.7% |
| All | +28.0% | +13.1% | +14.9% | +23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling