+17.3%
WOLF vs MTCH
+19.2%
-1.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.4% | +1.6% | +3.0% |
| 7D | -8.6% | +1.3% | -9.8% | -8.6% |
| 30D | -18.3% | +15.9% | -34.1% | -19.5% |
| 3M | -43.1% | +23.3% | -66.4% | -44.2% |
| 6M | +42.4% | +40.1% | +2.3% | +39.3% |
| YTD | +48.9% | +33.6% | +15.3% | +43.4% |
| All | +17.3% | +19.2% | -1.9% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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