+12.0%
FN vs WOLF
+57.5%
-45.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.6% | -2.5% | +1.5% |
| 7D | -1.7% | +9.7% | -11.4% | -4.4% |
| 30D | -22.0% | +12.5% | -34.5% | -24.3% |
| 3M | -43.0% | -57.7% | +14.7% | -30.8% |
| 6M | -27.7% | +37.7% | -65.4% | -34.1% |
| YTD | -10.5% | +62.8% | -73.4% | -20.6% |
| All | +12.0% | +57.5% | -45.5% | +0.3% |
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