+15.8%
OMC vs WOLF
+37.9%
-22.1%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.3% | +7.6% | +1.1% |
| 7D | +1.9% | +4.4% | -2.5% | +2.0% |
| 30D | +12.2% | +1.0% | +11.2% | +12.5% |
| 3M | +0.6% | -21.2% | +21.8% | +0.4% |
| 6M | +21.0% | -60.3% | +81.3% | +19.8% |
| YTD | +12.4% | +42.6% | -30.3% | +10.8% |
| 1Y | +25.4% | +36.5% | -11.1% | +22.7% |
| All | +15.8% | +37.9% | -22.1% | +13.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling