+70.4%
FDX vs WOLF
+45.7%
+24.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +0.5% | +17.0% | -16.5% | 0.0% |
| 30D | +9.5% | -14.3% | +23.8% | +9.9% |
| 3M | -1.3% | -10.5% | +9.1% | -1.3% |
| 6M | +5.5% | -43.7% | +49.2% | +5.7% |
| YTD | +38.9% | +50.7% | -11.8% | +31.3% |
| 1Y | +58.8% | +46.7% | +12.1% | +50.1% |
| All | +70.4% | +45.7% | +24.7% | +61.5% |
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