-64.3%
FIG vs WOLF
+53.8%
-118.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.5% | -3.7% | +1.7% |
| 7D | -14.3% | +21.5% | -35.7% | -14.7% |
| 30D | -13.6% | -1.2% | -12.4% | -13.9% |
| 3M | -23.7% | -8.2% | -15.6% | -24.0% |
| 6M | -5.4% | -45.0% | +39.6% | -6.3% |
| YTD | -49.2% | +59.0% | -108.2% | -59.5% |
| 1Y | -57.4% | +59.1% | -116.4% | -66.2% |
| All | -64.3% | +53.8% | -118.1% | -70.8% |
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 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