-18.3%
MKC vs WOLF
-3.0%
-15.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.8% | +5.5% |
| 7D | +9.6% | -14.5% | +24.0% | +8.8% |
| 30D | +12.0% | -32.0% | +44.1% | +10.4% |
| 3M | -2.0% | -15.8% | +13.8% | -2.2% |
| 6M | +7.2% | -36.6% | +43.8% | +5.7% |
| YTD | -23.7% | +30.9% | -54.6% | -22.7% |
| 1Y | -18.3% | +4.1% | -22.4% | -18.5% |
| All | -18.3% | -3.0% | -15.3% | -18.5% |
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