-40.6%
FIS vs WOLF
+51.6%
-92.2%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.5% | +2.1% | -3.6% |
| 7D | -9.1% | +2.4% | -11.4% | -9.0% |
| 30D | -10.4% | -6.9% | -3.6% | -10.6% |
| 3M | -3.7% | -44.1% | +40.4% | -4.5% |
| 6M | -24.8% | +53.6% | -78.4% | -24.1% |
| YTD | -41.6% | +56.7% | -98.3% | -40.9% |
| All | -40.6% | +51.6% | -92.2% | -40.8% |
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