-24.8%
MOD vs WOLF
+45.1%
-69.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +9.8% | +0.1% | +7.6% |
| 7D | -13.9% | +25.3% | -39.2% | -18.5% |
| 30D | -41.5% | -14.7% | -26.9% | -39.8% |
| 3M | -45.7% | -20.5% | -25.2% | -44.0% |
| 6M | -61.1% | -43.9% | -17.2% | -58.2% |
| YTD | -20.5% | +50.0% | -70.5% | -26.5% |
| 1Y | -32.1% | +45.5% | -77.6% | -37.2% |
| All | -24.8% | +45.1% | -69.9% | -29.7% |
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