+66.5%
FTI vs WOLF
+37.9%
+28.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.3% | +8.4% | +2.2% |
| 7D | +4.3% | +4.4% | -0.1% | +4.2% |
| 30D | -4.7% | +1.0% | -5.7% | -4.9% |
| 3M | -13.5% | -21.2% | +7.7% | -13.5% |
| 6M | -8.7% | -60.3% | +51.6% | -7.1% |
| YTD | +49.0% | +42.6% | +6.4% | +47.5% |
| 1Y | +54.0% | +36.5% | +17.5% | +52.5% |
| All | +66.5% | +37.9% | +28.6% | +63.6% |
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