+17.5%
EFA vs WOLF
+39.8%
-22.3%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.7% | +6.9% | -0.5% |
| 7D | -2.4% | -6.2% | +3.9% | -2.1% |
| 30D | -2.2% | -16.5% | +14.2% | -1.5% |
| 3M | +5.7% | -42.0% | +47.7% | +7.4% |
| 6M | +8.2% | +51.8% | -43.6% | +4.5% |
| YTD | +11.8% | +44.6% | -32.8% | +7.9% |
| All | +17.5% | +39.8% | -22.3% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling