-25.7%
FN vs WOLF
-3.0%
-22.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.7% | -7.6% | -6.6% |
| 7D | -7.0% | -14.5% | +7.5% | -1.6% |
| 30D | -24.7% | -32.0% | +7.3% | -14.1% |
| 3M | -35.7% | -15.8% | -19.9% | -32.1% |
| 6M | -52.4% | -36.6% | -15.8% | -46.8% |
| YTD | -25.0% | +30.9% | -55.9% | -34.3% |
| 1Y | -25.7% | +4.1% | -29.7% | -31.7% |
| All | -25.7% | -3.0% | -22.6% | -31.7% |
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