+8.1%
FPS vs WOLF
+108.5%
-100.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.6% | -3.2% | +0.7% |
| 7D | +3.1% | +9.7% | -6.5% | +0.1% |
| 30D | -18.6% | +12.5% | -31.1% | -22.7% |
| 3M | -51.5% | -57.7% | +6.3% | -41.3% |
| 6M | -8.5% | +37.7% | -46.2% | -19.5% |
| All | +8.1% | +108.5% | -100.4% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling