+3.1%
FERG vs WOLF
+57.5%
-54.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.6% | -3.3% | +2.0% |
| 7D | 0.0% | +9.7% | -9.7% | -0.5% |
| 30D | -10.2% | +12.5% | -22.7% | -11.1% |
| 3M | -0.6% | -57.7% | +57.1% | +3.1% |
| 6M | -6.5% | +37.7% | -44.2% | -12.6% |
| YTD | +4.2% | +62.8% | -58.7% | -3.7% |
| All | +3.1% | +57.5% | -54.4% | -3.5% |
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 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