-34.6%
FIS vs WOLF
+57.5%
-92.1%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.6% | -6.5% | -0.7% |
| 7D | +1.1% | +9.7% | -8.6% | +1.5% |
| 30D | -2.2% | +12.5% | -14.8% | -1.6% |
| 3M | +2.1% | -57.7% | +59.9% | +0.9% |
| 6M | -14.7% | +37.7% | -52.4% | -14.0% |
| YTD | -35.7% | +62.8% | -98.5% | -34.9% |
| All | -34.6% | +57.5% | -92.1% | -34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling