-99.7%
DFNS vs WOLF
+53.8%
-153.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +5.5% | +7.2% | +11.3% |
| 7D | -13.0% | +21.5% | -34.4% | -17.5% |
| 30D | -56.9% | -1.2% | -55.6% | -57.3% |
| 3M | -93.2% | -8.2% | -85.1% | -93.2% |
| 6M | -95.4% | -45.0% | -50.5% | -95.2% |
| YTD | -99.5% | +59.0% | -158.5% | -99.6% |
| 1Y | -99.6% | +59.1% | -158.7% | -99.7% |
| All | -99.7% | +53.8% | -153.5% | -99.8% |
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