+24.1%
FITB vs WOLF
+60.4%
-36.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.5% | -0.7% |
| 7D | +2.8% | +9.8% | -6.9% | +2.6% |
| 30D | -4.5% | -12.1% | +7.6% | -4.3% |
| 3M | +5.7% | -47.9% | +53.5% | +6.7% |
| 6M | +17.1% | +74.3% | -57.2% | +12.0% |
| YTD | +18.3% | +65.9% | -47.5% | +13.3% |
| All | +24.1% | +60.4% | -36.3% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling