-52.6%
FICO vs WOLF
+45.1%
-97.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.8% | -7.1% | +3.5% |
| 7D | -0.1% | +25.3% | -25.3% | +2.0% |
| 30D | +8.4% | -14.7% | +23.1% | +7.6% |
| 3M | -30.5% | -20.5% | -10.0% | -30.9% |
| 6M | -35.7% | -43.9% | +8.2% | -35.2% |
| YTD | -57.2% | +50.0% | -107.2% | -55.0% |
| 1Y | -58.4% | +45.5% | -103.9% | -56.3% |
| All | -52.6% | +45.1% | -97.7% | -50.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling