-55.3%
FIS vs WOLF
+45.7%
-101.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -27.4% | +17.0% | -44.4% | -26.7% |
| 30D | -16.8% | -14.3% | -2.5% | -16.9% |
| 3M | -32.6% | -10.5% | -22.2% | -32.4% |
| 6M | -33.4% | -43.7% | +10.3% | -33.5% |
| YTD | -56.0% | +50.7% | -106.7% | -55.3% |
| 1Y | -55.1% | +46.7% | -101.8% | -54.4% |
| All | -55.3% | +45.7% | -101.0% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling