-99.6%
DFNS vs WOLF
-3.0%
-96.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +1.7% | -20.0% | -18.8% |
| 7D | -27.7% | -14.5% | -13.2% | -24.9% |
| 30D | -58.0% | -32.0% | -25.9% | -54.0% |
| 3M | -94.0% | -15.8% | -78.2% | -93.9% |
| 6M | -94.6% | -36.6% | -58.0% | -94.4% |
| YTD | -99.4% | +30.9% | -130.3% | -99.5% |
| 1Y | -99.6% | +4.1% | -103.7% | -99.7% |
| All | -99.6% | -3.0% | -96.6% | -99.7% |
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