+54.6%
FTI vs WOLF
-3.0%
+57.6%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.0% | -3.4% |
| 7D | -9.7% | -14.5% | +4.8% | -9.2% |
| 30D | -8.2% | -32.0% | +23.8% | -7.2% |
| 3M | -7.8% | -15.8% | +8.0% | -7.7% |
| 6M | -13.4% | -36.6% | +23.2% | -12.6% |
| YTD | +45.1% | +30.9% | +14.2% | +38.6% |
| 1Y | +54.6% | +4.1% | +50.5% | +46.7% |
| All | +54.6% | -3.0% | +57.6% | +46.7% |
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