-52.1%
FICO vs WOLF
+45.7%
-97.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.5% | +1.0% |
| 7D | +0.9% | +17.0% | -16.1% | +2.3% |
| 30D | +9.4% | -14.3% | +23.8% | +8.7% |
| 3M | -30.4% | -10.5% | -19.9% | -30.2% |
| 6M | -35.1% | -43.7% | +8.6% | -34.6% |
| YTD | -56.8% | +50.7% | -107.4% | -54.6% |
| 1Y | -58.4% | +46.7% | -105.1% | -56.3% |
| All | -52.1% | +45.7% | -97.8% | -49.6% |
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