+161.9%
FSLY vs WOLF
+39.8%
+122.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.7% | +7.7% | +0.1% |
| 7D | +7.5% | -6.2% | +13.8% | +7.6% |
| 30D | -21.1% | -16.5% | -4.6% | -20.9% |
| 3M | +21.8% | -42.0% | +63.8% | +22.3% |
| 6M | -0.1% | +51.8% | -51.9% | +5.3% |
| YTD | +123.1% | +44.6% | +78.5% | +134.8% |
| All | +161.9% | +39.8% | +122.1% | +175.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling