-37.7%
FND vs WOLF
+39.8%
-77.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.7% | +6.2% | -0.9% |
| 7D | -5.1% | -6.2% | +1.1% | -4.7% |
| 30D | -22.5% | -16.5% | -6.0% | -21.7% |
| 3M | -5.0% | -42.0% | +37.0% | -2.0% |
| 6M | -21.5% | +51.8% | -73.3% | -29.6% |
| YTD | -23.0% | +44.6% | -67.6% | -31.1% |
| All | -37.7% | +39.8% | -77.5% | -42.6% |
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