-53.8%
FICO vs WOLF
+32.2%
-86.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +16.8% | -17.2% | +1.0% |
| 7D | -0.9% | +8.2% | -9.2% | -0.1% |
| 30D | +3.3% | -24.2% | +27.5% | +1.6% |
| 3M | -31.7% | -13.8% | -17.9% | -31.7% |
| 6M | -34.0% | -44.8% | +10.8% | -33.9% |
| YTD | -58.3% | +36.6% | -95.0% | -56.6% |
| 1Y | -57.9% | +27.6% | -85.5% | -56.3% |
| All | -53.8% | +32.2% | -86.0% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling