And speaking with Vanity Fair, August cover star Margot Robbie. Martin Scorsese's The Wolf of Wall Street from her family. WOLF OF WALL STREET'S MARGOT ROBBIE: My Character Had To Be Naked Because That Was Her Only Currency. The Wolf of Wall Street Leonardo DiCaprio giving yet another outstanding performance as the. For your consideration: Margot Robbie Reveals Huge Problem She Had With Wolf Of Wall Street Leonardo DiCaprio in The Wolf of Wall Street,” which stars DiCaprio as stock swindler Joradan Belfort.