-32.6%
MOD vs WOLF
-3.0%
-29.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +1.7% | -23.1% | -21.9% |
| 7D | -31.3% | -14.5% | -16.9% | -28.7% |
| 30D | -46.1% | -32.0% | -14.1% | -41.0% |
| 3M | -51.1% | -15.8% | -35.4% | -50.1% |
| 6M | -62.1% | -36.6% | -25.5% | -59.4% |
| YTD | -26.2% | +30.9% | -57.1% | -32.6% |
| 1Y | -32.6% | +4.1% | -36.6% | -38.2% |
| All | -32.6% | -3.0% | -29.5% | -38.2% |
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