+17.3%
WOLF vs MNDY
-58.1%
+75.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +1.0% | +3.0% |
| 7D | -8.6% | -4.6% | -3.9% | -8.6% |
| 30D | -18.3% | +1.0% | -19.3% | -18.2% |
| 3M | -43.1% | +9.1% | -52.2% | -42.4% |
| 6M | +42.4% | +14.2% | +28.2% | +36.5% |
| YTD | +48.9% | -41.1% | +90.0% | +62.5% |
| All | +17.3% | -58.1% | +75.4% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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