+18.7%
WOLF vs SPY
+14.1%
+4.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +2.0% |
| 7D | +17.0% | -0.6% | +17.6% | +19.7% |
| 30D | -14.3% | -3.7% | -10.6% | +3.7% |
| 3M | -10.5% | -2.7% | -7.7% | +4.3% |
| 6M | -43.7% | +2.2% | -45.9% | -43.0% |
| YTD | +50.7% | +10.8% | +39.8% | +18.6% |
| 1Y | +46.7% | +11.2% | +35.5% | +15.4% |
| All | +18.7% | +14.1% | +4.6% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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