-3.2%
MSFT vs WOLF
+60.4%
-63.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.0% | -1.2% |
| 7D | -1.4% | +9.8% | -11.2% | -1.8% |
| 30D | -1.0% | -12.1% | +11.1% | -0.6% |
| 3M | +20.2% | -47.9% | +68.1% | +20.4% |
| 6M | +21.3% | +74.3% | -53.0% | +12.8% |
| YTD | +2.8% | +65.9% | -63.1% | -4.4% |
| All | -3.2% | +60.4% | -63.7% | -8.6% |
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