+51.8%
WOLF vs SNY
+1.1%
+50.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -0.3% | -7.4% | -7.8% |
| 7D | -6.2% | -3.6% | -2.6% | -7.5% |
| 30D | -16.5% | -1.9% | -14.6% | -17.1% |
| 3M | -42.0% | -2.0% | -40.1% | -42.5% |
| 6M | +51.8% | +2.5% | +49.3% | +36.5% |
| All | +51.8% | +1.1% | +50.7% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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