-3.9%
MOD vs WOLF
+37.9%
-41.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -6.3% | +34.2% | +29.3% |
| 7D | +40.4% | +4.4% | +36.0% | +38.5% |
| 30D | -14.0% | +1.0% | -15.0% | -14.9% |
| 3M | -33.3% | -21.2% | -12.1% | -31.2% |
| 6M | -51.4% | -60.3% | +8.9% | -45.0% |
| YTD | +1.6% | +42.6% | -41.0% | -5.4% |
| 1Y | +5.4% | +36.5% | -31.1% | -2.1% |
| All | -3.9% | +37.9% | -41.9% | -9.5% |
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 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