-62.5%
FISV vs WOLF
+39.8%
-102.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.7% | +8.3% | +0.3% |
| 7D | -7.2% | -6.2% | -1.0% | -7.4% |
| 30D | -7.2% | -16.5% | +9.3% | -7.7% |
| 3M | -8.2% | -42.0% | +33.9% | -9.0% |
| 6M | -17.7% | +51.8% | -69.5% | -22.9% |
| YTD | -27.2% | +44.6% | -71.7% | -31.9% |
| All | -62.5% | +39.8% | -102.3% | -64.7% |
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