-98.8%
DFNS vs WOLF
+57.5%
-156.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.6% | -5.0% | -0.9% |
| 7D | -16.0% | +9.7% | -25.7% | -17.9% |
| 30D | -77.7% | +12.5% | -90.2% | -78.6% |
| 3M | -77.2% | -57.7% | -19.5% | -73.6% |
| 6M | -95.2% | +37.7% | -132.9% | -95.9% |
| YTD | -98.0% | +62.8% | -160.8% | -98.4% |
| All | -98.8% | +57.5% | -156.3% | -99.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling