-19.5%
FN vs WOLF
+13.1%
-32.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -10.7% | -3.6% | -10.8% |
| 7D | -16.0% | -18.4% | +2.4% | -10.0% |
| 30D | -40.1% | -36.0% | -4.1% | -31.0% |
| 3M | -43.9% | -19.2% | -24.7% | -39.8% |
| 6M | -55.6% | -44.4% | -11.2% | -48.2% |
| YTD | -35.7% | +16.9% | -52.6% | -36.9% |
| 1Y | -39.8% | +0.5% | -40.4% | -40.3% |
| All | -19.5% | +13.1% | -32.6% | -20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling