+4.5%
MSFT vs WOLF
+45.7%
-41.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.2% |
| 7D | +2.3% | +17.0% | -14.7% | +1.5% |
| 30D | -0.4% | -14.3% | +14.0% | -0.1% |
| 3M | +5.6% | -10.5% | +16.0% | +5.4% |
| 6M | +29.0% | -43.7% | +72.7% | +27.3% |
| YTD | +10.9% | +50.7% | -39.7% | +3.1% |
| 1Y | +6.2% | +46.7% | -40.5% | -1.3% |
| All | +4.5% | +45.7% | -41.3% | -1.4% |
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