-13.4%
META vs WOLF
+45.1%
-58.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +9.8% | -4.7% | +4.5% |
| 7D | +5.7% | +25.3% | -19.6% | +4.2% |
| 30D | -10.8% | -14.7% | +3.9% | -10.3% |
| 3M | +8.4% | -20.5% | +28.9% | +9.0% |
| 6M | +5.4% | -43.9% | +49.3% | +7.1% |
| YTD | -2.6% | +50.0% | -52.6% | -11.4% |
| 1Y | +3.5% | +45.5% | -42.0% | -6.1% |
| All | -13.4% | +45.1% | -58.5% | -16.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling