+17.3%
WOLF vs WSM
+16.5%
+0.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +2.1% |
| 7D | -8.6% | -0.5% | -8.0% | -8.1% |
| 30D | -18.3% | -7.7% | -10.5% | -13.2% |
| 3M | -43.1% | +3.8% | -46.9% | -45.0% |
| 6M | +42.4% | +22.7% | +19.7% | +18.4% |
| YTD | +48.9% | +28.0% | +20.9% | +20.9% |
| All | +17.3% | +16.5% | +0.8% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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