-31.6%
MOD vs WOLF
+32.2%
-63.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +16.8% | -11.1% | +1.8% |
| 7D | -25.5% | +8.2% | -33.8% | -27.1% |
| 30D | -49.0% | -24.2% | -24.8% | -46.1% |
| 3M | -49.8% | -13.8% | -36.0% | -49.1% |
| 6M | -64.8% | -44.8% | -20.0% | -61.8% |
| YTD | -27.6% | +36.6% | -64.3% | -31.7% |
| 1Y | -35.2% | +27.6% | -62.8% | -38.8% |
| All | -31.6% | +32.2% | -63.7% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling