-9.8%
FN vs WOLF
+37.9%
-47.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -6.3% | -1.0% | -5.1% |
| 7D | +0.3% | +4.4% | -4.1% | -0.9% |
| 30D | -16.5% | +1.0% | -17.6% | -16.4% |
| 3M | -42.1% | -21.2% | -20.9% | -37.8% |
| 6M | -52.9% | -60.3% | +7.5% | -42.2% |
| YTD | -28.0% | +42.6% | -70.6% | -33.7% |
| 1Y | -18.5% | +36.5% | -55.0% | -24.7% |
| All | -9.8% | +37.9% | -47.8% | -16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling