-22.1%
FPS vs WOLF
+92.1%
-114.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +9.8% | +6.2% | +12.3% |
| 7D | -8.0% | +25.3% | -33.3% | -14.9% |
| 30D | -43.5% | -14.7% | -28.9% | -40.2% |
| 3M | -41.6% | -20.5% | -21.1% | -37.5% |
| 6M | -44.0% | -43.9% | -0.1% | -36.0% |
| All | -22.1% | +92.1% | -114.1% | -35.8% |
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