-98.8%
DFNS vs WOLF
+51.6%
-150.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.5% | +0.9% | -3.2% |
| 7D | +4.6% | +2.4% | +2.3% | +4.0% |
| 30D | -73.9% | -6.9% | -67.0% | -73.3% |
| 3M | -71.7% | -44.1% | -27.6% | -68.8% |
| 6M | -94.6% | +53.6% | -148.2% | -95.4% |
| YTD | -98.1% | +56.7% | -154.8% | -98.4% |
| All | -98.8% | +51.6% | -150.4% | -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