+18.7%
WOLF vs SBAC
+0.4%
+18.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.6% |
| 7D | +17.0% | +3.6% | +13.3% | +18.2% |
| 30D | -14.3% | +4.9% | -19.2% | -12.9% |
| 3M | -10.5% | +6.5% | -16.9% | -8.1% |
| 6M | -43.7% | -11.1% | -32.6% | -43.1% |
| YTD | +50.7% | +0.9% | +49.7% | +39.6% |
| 1Y | +46.7% | -1.6% | +48.3% | +30.0% |
| All | +18.7% | +0.4% | +18.3% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling