+17.3%
WOLF vs EFV
+27.9%
-10.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +0.4% |
| 7D | -8.6% | -0.8% | -7.8% | -6.7% |
| 30D | -18.3% | +0.6% | -18.9% | -19.6% |
| 3M | -43.1% | +7.5% | -50.6% | -51.2% |
| 6M | +42.4% | +13.0% | +29.4% | +13.0% |
| YTD | +48.9% | +18.3% | +30.6% | +15.0% |
| All | +17.3% | +27.9% | -10.6% | -14.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling