+15.3%
MSCI vs WOLF
+45.1%
-29.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.8% | -8.9% | +1.3% |
| 7D | +1.5% | +25.3% | -23.8% | +2.5% |
| 30D | +14.4% | -14.7% | +29.1% | +14.0% |
| 3M | +15.2% | -20.5% | +35.7% | +14.7% |
| 6M | +11.2% | -43.9% | +55.2% | +10.2% |
| YTD | +13.9% | +50.0% | -36.1% | +15.5% |
| 1Y | +12.5% | +45.5% | -33.0% | +14.1% |
| All | +15.3% | +45.1% | -29.8% | +14.9% |
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