-52.8%
FIS vs WOLF
+53.6%
-106.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.5% | +1.2% | +7.0% |
| 7D | +1.5% | +21.5% | -19.9% | +2.8% |
| 30D | -11.8% | -1.2% | -10.6% | -11.3% |
| 3M | -28.5% | -8.2% | -20.4% | -28.1% |
| 6M | -27.0% | -45.0% | +17.9% | -27.1% |
| YTD | -53.1% | +59.0% | -112.1% | -52.7% |
| 1Y | -52.8% | +59.1% | -111.8% | -52.4% |
| All | -52.8% | +53.6% | -106.4% | -52.4% |
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