+0.6%
FN vs WOLF
+45.1%
-44.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +9.8% | +2.1% | +8.5% |
| 7D | +16.3% | +25.3% | -9.0% | +8.6% |
| 30D | -24.7% | -14.7% | -10.1% | -21.0% |
| 3M | -34.9% | -20.5% | -14.4% | -30.5% |
| 6M | -41.1% | -43.9% | +2.8% | -33.3% |
| YTD | -19.6% | +50.0% | -69.7% | -27.4% |
| 1Y | -18.5% | +45.5% | -64.0% | -26.0% |
| All | +0.6% | +45.1% | -44.5% | -8.2% |
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