-9.2%
FLNC vs WOLF
+57.5%
-66.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.6% | -4.2% | 0.0% |
| 7D | -4.9% | +9.7% | -14.5% | -7.1% |
| 30D | -27.3% | +12.5% | -39.8% | -30.5% |
| 3M | -61.9% | -57.7% | -4.2% | -55.3% |
| 6M | -34.5% | +37.7% | -72.2% | -40.8% |
| YTD | -47.7% | +62.8% | -110.5% | -53.8% |
| All | -9.2% | +57.5% | -66.7% | -15.7% |
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 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