+7.6%
WOLF vs URA
-31.5%
+39.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | +4.4% | +12.5% | +12.5% |
| 7D | +8.2% | -4.1% | +12.4% | +13.6% |
| 30D | -24.2% | -19.0% | -5.2% | -5.3% |
| 3M | -13.8% | -25.1% | +11.4% | +15.4% |
| 6M | -44.8% | -44.5% | -0.3% | -6.1% |
| YTD | +36.6% | -24.3% | +61.0% | +94.5% |
| 1Y | +27.6% | -28.1% | +55.7% | +85.8% |
| All | +7.6% | -31.5% | +39.2% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling