+30.7%
WOLF vs SPY
+16.2%
+14.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +4.3% |
| 7D | +9.8% | +0.5% | +9.2% | +6.8% |
| 30D | -12.1% | -0.9% | -11.2% | -8.5% |
| 3M | -47.9% | +3.9% | -51.8% | -53.9% |
| 6M | +74.3% | +14.5% | +59.8% | +17.2% |
| YTD | +65.9% | +12.9% | +53.0% | +16.5% |
| All | +30.7% | +16.2% | +14.4% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling