-25.6%
EFX vs WOLF
+37.9%
-63.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.3% | +7.1% | +0.3% |
| 7D | -0.8% | +4.4% | -5.1% | -0.4% |
| 30D | +25.1% | +1.0% | +24.1% | +25.9% |
| 3M | +1.7% | -21.2% | +22.9% | +1.3% |
| 6M | +18.4% | -60.3% | +78.7% | +16.5% |
| YTD | -12.5% | +42.6% | -55.1% | -11.9% |
| 1Y | -8.1% | +36.5% | -44.6% | -7.7% |
| All | -25.6% | +37.9% | -63.5% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling