-95.4%
FCUV vs WOLF
+60.4%
-155.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | +1.9% | -67.1% | -64.7% |
| 7D | -47.9% | +9.8% | -57.7% | -45.9% |
| 30D | +13.7% | -12.1% | +25.8% | +13.4% |
| 3M | +97.0% | -47.9% | +144.9% | +92.9% |
| 6M | -66.1% | +74.3% | -140.4% | -61.1% |
| YTD | -81.8% | +65.9% | -147.6% | -79.0% |
| All | -95.4% | +60.4% | -155.8% | -94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling