-68.4%
FLNC vs WOLF
-3.0%
-65.4%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +1.7% | +8.5% | +9.7% |
| 7D | -2.1% | -14.5% | +12.4% | +2.8% |
| 30D | -20.8% | -32.0% | +11.2% | -11.1% |
| 3M | -61.3% | -15.8% | -45.5% | -60.3% |
| 6M | -50.9% | -36.6% | -14.3% | -47.3% |
| YTD | -69.4% | +30.9% | -100.3% | -74.2% |
| 1Y | -68.4% | +4.1% | -72.5% | -72.6% |
| All | -68.4% | -3.0% | -65.4% | -72.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling