+17.3%
WOLF vs SNY
-1.1%
+18.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | -8.6% | -3.3% | -5.2% | -8.7% |
| 30D | -18.3% | -2.2% | -16.1% | -18.4% |
| 3M | -43.1% | -3.0% | -40.0% | -43.2% |
| 6M | +42.4% | +2.7% | +39.7% | +38.1% |
| YTD | +48.9% | -6.8% | +55.7% | +50.1% |
| All | +17.3% | -1.1% | +18.4% | +20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling