-57.2%
FIG vs WOLF
+60.4%
-117.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.9% | -7.5% | -5.7% |
| 7D | -16.4% | +9.8% | -26.1% | -16.4% |
| 30D | -2.3% | -12.1% | +9.8% | -2.2% |
| 3M | +7.8% | -47.9% | +55.7% | +11.5% |
| 6M | -21.8% | +74.3% | -96.1% | -37.2% |
| YTD | -39.1% | +65.9% | -105.0% | -51.3% |
| All | -57.2% | +60.4% | -117.6% | -64.9% |
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