+28.3%
WOLF vs EFV
+29.0%
-0.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.1% | +5.8% | +6.0% |
| 7D | +9.7% | +1.5% | +8.2% | +5.8% |
| 30D | +12.5% | +1.7% | +10.8% | +8.3% |
| 3M | -57.7% | +8.6% | -66.4% | -64.3% |
| 6M | +37.7% | +11.7% | +26.0% | +9.1% |
| YTD | +62.8% | +19.3% | +43.6% | +23.2% |
| All | +28.3% | +29.0% | -0.7% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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