+39.1%
FIX vs WOLF
+45.1%
-6.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +9.8% | -0.4% | +7.1% |
| 7D | -7.2% | +25.3% | -32.5% | -12.0% |
| 30D | -35.1% | -14.7% | -20.4% | -33.2% |
| 3M | -34.3% | -20.5% | -13.7% | -32.0% |
| 6M | -42.9% | -43.9% | +1.0% | -39.4% |
| YTD | +19.5% | +50.0% | -30.6% | +1.2% |
| 1Y | +16.8% | +45.5% | -28.7% | -0.8% |
| All | +39.1% | +45.1% | -6.0% | +21.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling