+5.7%
MSFT vs WOLF
+45.6%
-39.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.2% |
| 7D | +2.3% | +17.0% | -14.7% | +1.6% |
| 30D | -0.4% | -14.3% | +14.0% | -0.1% |
| 3M | +5.6% | -10.5% | +16.0% | +5.3% |
| 6M | +29.0% | -43.7% | +72.7% | +26.6% |
| YTD | +10.9% | +50.7% | -39.7% | +2.8% |
| All | +5.7% | +45.6% | -39.9% | -2.8% |
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