+2.1%
FERG vs WOLF
+60.4%
-58.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.0% |
| 7D | +3.4% | +9.8% | -6.4% | +2.9% |
| 30D | -11.5% | -12.1% | +0.6% | -11.1% |
| 3M | +1.3% | -47.9% | +49.2% | +3.9% |
| 6M | -1.0% | +74.3% | -75.3% | -8.5% |
| YTD | +3.2% | +65.9% | -62.7% | -4.7% |
| All | +2.1% | +60.4% | -58.3% | -4.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling