+31.8%
FFIV vs WOLF
+40.4%
-8.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.2% |
| 7D | -4.2% | +17.0% | -21.2% | -5.3% |
| 30D | -33.9% | -14.3% | -19.6% | -33.5% |
| 3M | -22.6% | -10.5% | -12.1% | -22.7% |
| 6M | -10.4% | -43.7% | +33.3% | -9.2% |
| YTD | +24.3% | +50.7% | -26.4% | +15.9% |
| 1Y | +31.8% | +46.7% | -14.9% | +22.5% |
| All | +31.8% | +40.4% | -8.6% | +22.5% |
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