+6.9%
FPS vs WOLF
+100.6%
-93.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.5% | +1.5% | -2.3% |
| 7D | +5.3% | +2.4% | +3.0% | +4.6% |
| 30D | -17.6% | -6.9% | -10.7% | -16.1% |
| 3M | -45.8% | -44.1% | -1.7% | -38.3% |
| 6M | -10.1% | +53.6% | -63.7% | -23.1% |
| All | +6.9% | +100.6% | -93.7% | -13.3% |
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