-84.3%
FRMI vs WOLF
-1.1%
-83.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.6% | -0.3% | +3.6% |
| 7D | +2.4% | +9.7% | -7.3% | -0.5% |
| 30D | -17.3% | +12.5% | -29.8% | -21.6% |
| 3M | -17.2% | -57.7% | +40.6% | +3.8% |
| 6M | -43.4% | +37.7% | -81.1% | -54.9% |
| YTD | -36.0% | +62.8% | -98.8% | -52.3% |
| All | -84.3% | -1.1% | -83.1% | -87.5% |
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