-12.9%
FLNC vs WOLF
+44.0%
-56.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.5% | +1.7% |
| 7D | -4.1% | -8.6% | +4.5% | -1.7% |
| 30D | -24.8% | -18.3% | -6.5% | -21.1% |
| 3M | -59.1% | -43.1% | -16.0% | -54.3% |
| 6M | -42.0% | +42.4% | -84.4% | -47.2% |
| YTD | -49.8% | +48.9% | -98.7% | -54.6% |
| All | -12.9% | +44.0% | -56.9% | -17.2% |
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