+12.4%
XLI vs WOLF
+39.8%
-27.4%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.7% | +7.0% | -0.3% |
| 7D | -2.3% | -6.2% | +3.9% | -2.0% |
| 30D | -8.2% | -16.5% | +8.3% | -7.4% |
| 3M | +0.8% | -42.0% | +42.8% | +2.7% |
| 6M | +0.8% | +51.8% | -51.0% | -3.9% |
| YTD | +10.5% | +44.6% | -34.0% | +5.3% |
| All | +12.4% | +39.8% | -27.4% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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