+28.3%
WOLF vs URA
-2.5%
+30.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.8% | +4.8% | +4.9% |
| 7D | +9.7% | +1.1% | +8.6% | +8.6% |
| 30D | +12.5% | +7.4% | +5.2% | +5.6% |
| 3M | -57.7% | -8.4% | -49.3% | -53.8% |
| 6M | +37.7% | -12.7% | +50.4% | +55.3% |
| YTD | +62.8% | +7.8% | +55.0% | +63.6% |
| All | +28.3% | -2.5% | +30.8% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling