-82.4%
FRMI vs WOLF
+0.7%
-83.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +1.9% | +9.7% | +10.9% |
| 7D | +23.3% | +9.8% | +13.6% | +19.9% |
| 30D | -7.6% | -12.1% | +4.5% | -4.4% |
| 3M | +0.2% | -47.9% | +48.1% | +17.6% |
| 6M | -28.7% | +74.3% | -103.0% | -47.7% |
| YTD | -28.6% | +65.9% | -94.5% | -47.1% |
| All | -82.4% | +0.7% | -83.2% | -86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling