-38.9%
FICO vs WOLF
+57.5%
-96.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +5.6% | -22.3% | -16.2% |
| 7D | -19.2% | +9.7% | -28.9% | -18.5% |
| 30D | -14.6% | +12.5% | -27.1% | -13.3% |
| 3M | -20.1% | -57.7% | +37.6% | -20.5% |
| 6M | -36.3% | +37.7% | -74.0% | -34.3% |
| YTD | -44.9% | +62.8% | -107.7% | -42.2% |
| All | -38.9% | +57.5% | -96.4% | -35.8% |
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