+12.4%
WOLF vs SUI
-4.0%
+16.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.9% | -7.3% | -5.2% |
| 7D | +4.4% | -1.5% | +5.9% | +2.6% |
| 30D | +1.0% | +3.7% | -2.7% | +7.3% |
| 3M | -21.2% | -0.4% | -20.8% | -19.3% |
| 6M | -60.3% | -2.8% | -57.6% | -59.4% |
| YTD | +42.6% | -1.6% | +44.2% | +49.9% |
| 1Y | +36.5% | -2.1% | +38.6% | +42.8% |
| All | +12.4% | -4.0% | +16.3% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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