-36.7%
FND vs WOLF
+51.6%
-88.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | -0.3% |
| 7D | -0.8% | +2.4% | -3.1% | -1.0% |
| 30D | -19.6% | -6.9% | -12.7% | -19.4% |
| 3M | -4.3% | -44.1% | +39.7% | -1.0% |
| 6M | -20.4% | +53.6% | -74.1% | -28.6% |
| YTD | -21.9% | +56.7% | -78.6% | -30.5% |
| All | -36.7% | +51.6% | -88.3% | -42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling