-83.0%
FRMI vs WOLF
-4.8%
-78.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.5% | +2.4% | -1.4% |
| 7D | +15.9% | +2.4% | +13.6% | +15.2% |
| 30D | -6.0% | -6.9% | +0.9% | -4.4% |
| 3M | -1.6% | -44.1% | +42.5% | +13.1% |
| 6M | -30.7% | +53.6% | -84.3% | -46.9% |
| YTD | -30.9% | +56.7% | -87.6% | -47.8% |
| All | -83.0% | -4.8% | -78.2% | -86.3% |
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 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