+13.9%
WOLF vs MDY
+13.4%
+0.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -0.9% | -6.8% | -4.7% |
| 7D | -6.2% | -2.5% | -3.7% | +1.9% |
| 30D | -16.5% | -5.0% | -11.4% | -0.6% |
| 3M | -42.0% | +0.5% | -42.5% | -39.8% |
| 6M | +51.8% | +8.0% | +43.8% | +38.0% |
| YTD | +44.6% | +12.2% | +32.4% | +27.5% |
| All | +13.9% | +13.4% | +0.5% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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