+17.7%
MSCI vs WOLF
+37.9%
-20.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.3% | +7.7% | +1.1% |
| 7D | +3.0% | +4.4% | -1.4% | +3.2% |
| 30D | +17.8% | +1.0% | +16.8% | +18.2% |
| 3M | +15.2% | -21.2% | +36.4% | +14.7% |
| 6M | +16.5% | -60.3% | +76.8% | +14.6% |
| YTD | +16.4% | +42.6% | -26.3% | +17.8% |
| 1Y | +16.8% | +36.5% | -19.7% | +18.1% |
| All | +17.7% | +37.9% | -20.2% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling