-1.5%
FFIV vs WOLF
+45.1%
-46.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.8% | -7.6% | +1.6% |
| 7D | -2.1% | +25.3% | -27.4% | -3.6% |
| 30D | -33.8% | -14.7% | -19.1% | -33.4% |
| 3M | -20.6% | -20.5% | -0.1% | -20.2% |
| 6M | -10.2% | -43.9% | +33.7% | -9.2% |
| YTD | +24.5% | +50.0% | -25.5% | +16.9% |
| 1Y | +29.3% | +45.5% | -16.2% | +21.1% |
| All | -1.5% | +45.1% | -46.6% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling