+18.6%
IEFA vs WOLF
+44.0%
-25.4%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +0.9% |
| 7D | -1.6% | -8.6% | +7.0% | -1.2% |
| 30D | -1.5% | -18.3% | +16.8% | -0.7% |
| 3M | +3.4% | -43.1% | +46.5% | +5.2% |
| 6M | +9.5% | +42.4% | -32.9% | +5.9% |
| YTD | +13.0% | +48.9% | -35.8% | +9.0% |
| All | +18.6% | +44.0% | -25.4% | +14.6% |
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