+13.9%
WOLF vs SBAC
-4.8%
+18.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -2.8% | -4.9% | -8.4% |
| 7D | -6.2% | -5.3% | -0.9% | -7.5% |
| 30D | -16.5% | +0.4% | -16.9% | -16.4% |
| 3M | -42.0% | -11.9% | -30.1% | -42.9% |
| 6M | +51.8% | -4.5% | +56.3% | +41.7% |
| YTD | +44.6% | -4.3% | +48.9% | +30.8% |
| All | +13.9% | -4.8% | +18.7% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling