-45.0%
WOLF vs SBAC
-11.7%
-33.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.3% | +5.0% |
| 7D | +21.5% | -2.8% | +24.2% | +19.0% |
| 30D | -1.2% | +3.1% | -4.4% | +1.7% |
| 3M | -8.2% | +5.1% | -13.3% | -3.6% |
| 6M | -45.0% | -11.4% | -33.6% | -54.1% |
| All | -45.0% | -11.7% | -33.3% | -54.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling