+164.3%
FSLY vs WOLF
-3.0%
+167.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -0.3% |
| 7D | -22.2% | -14.5% | -7.7% | -21.6% |
| 30D | -19.1% | -32.0% | +12.9% | -18.4% |
| 3M | -15.7% | -15.8% | +0.1% | -15.0% |
| 6M | -23.5% | -36.6% | +13.1% | -20.0% |
| YTD | +106.6% | +30.9% | +75.7% | +127.9% |
| 1Y | +164.3% | +4.1% | +160.2% | +185.2% |
| All | +164.3% | -3.0% | +167.3% | +185.2% |
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