+11.0%
ACWI vs WOLF
+18.5%
-7.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +16.8% | -16.9% | -1.1% |
| 7D | -2.4% | +8.2% | -10.6% | -3.0% |
| 30D | -5.2% | -24.2% | +19.0% | -3.9% |
| 3M | -4.8% | -13.8% | +8.9% | -4.8% |
| 6M | -1.3% | -44.8% | +43.5% | 0.0% |
| YTD | +8.4% | +36.6% | -28.3% | +2.0% |
| 1Y | +11.0% | +27.6% | -16.5% | +4.2% |
| All | +11.0% | +18.5% | -7.4% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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