+14.3%
MSCI vs WOLF
+32.2%
-17.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +16.8% | -19.1% | -1.6% |
| 7D | +2.8% | +8.2% | -5.4% | +3.3% |
| 30D | +15.4% | -24.2% | +39.6% | +14.5% |
| 3M | +13.4% | -13.8% | +27.2% | +13.3% |
| 6M | +10.9% | -44.8% | +55.7% | +9.6% |
| YTD | +13.0% | +36.6% | -23.7% | +14.1% |
| 1Y | +12.0% | +27.6% | -15.5% | +13.1% |
| All | +14.3% | +32.2% | -17.9% | +13.5% |
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 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