+10.4%
MO vs WOLF
+44.0%
-33.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | +0.3% |
| 7D | +0.1% | -8.6% | +8.7% | 0.0% |
| 30D | +7.1% | -18.3% | +25.4% | +6.8% |
| 3M | -2.0% | -43.1% | +41.1% | -1.5% |
| 6M | +7.3% | +42.4% | -35.1% | +6.2% |
| YTD | +23.5% | +48.9% | -25.4% | +21.8% |
| All | +10.4% | +44.0% | -33.6% | +12.5% |
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