+14.9%
FLR vs WOLF
+37.9%
-23.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.3% | +5.2% | -0.1% |
| 7D | +5.4% | +4.4% | +1.0% | +4.7% |
| 30D | +2.8% | +1.0% | +1.8% | +2.1% |
| 3M | -6.4% | -21.2% | +14.8% | -4.5% |
| 6M | +8.8% | -60.3% | +69.1% | +16.1% |
| YTD | +23.6% | +42.6% | -19.0% | +15.9% |
| 1Y | +13.8% | +36.5% | -22.7% | +6.9% |
| All | +14.9% | +37.9% | -23.1% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling