+23.4%
WOLF vs SBAC
-2.0%
+25.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.5% | -5.8% |
| 7D | +2.4% | +0.2% | +2.2% | +2.4% |
| 30D | -6.9% | +3.9% | -10.7% | -6.0% |
| 3M | -44.1% | -8.2% | -35.9% | -44.4% |
| 6M | +53.6% | -2.8% | +56.4% | +43.3% |
| YTD | +56.7% | -1.5% | +58.2% | +42.8% |
| All | +23.4% | -2.0% | +25.5% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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