+19.0%
MSCI vs WOLF
-3.0%
+22.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.7% | +5.5% |
| 7D | +11.5% | -14.5% | +25.9% | +10.7% |
| 30D | +22.1% | -32.0% | +54.1% | +20.1% |
| 3M | +18.4% | -15.8% | +34.2% | +18.1% |
| 6M | +16.6% | -36.6% | +53.2% | +15.1% |
| YTD | +18.8% | +30.9% | -12.1% | +20.5% |
| 1Y | +19.0% | +4.1% | +14.9% | +19.8% |
| All | +19.0% | -3.0% | +22.0% | +19.8% |
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