+30.3%
FLEX vs WOLF
+37.9%
-7.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.3% | +2.3% | -2.2% |
| 7D | +7.5% | +4.4% | +3.1% | +6.3% |
| 30D | -25.3% | +1.0% | -26.3% | -25.5% |
| 3M | -39.7% | -21.2% | -18.5% | -36.4% |
| 6M | -47.9% | -60.3% | +12.5% | -38.8% |
| YTD | +24.1% | +42.6% | -18.5% | +10.3% |
| 1Y | +26.0% | +36.5% | -10.6% | +11.9% |
| All | +30.3% | +37.9% | -7.7% | +17.6% |
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