+51.8%
FTNT vs WOLF
-3.0%
+54.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.9% |
| 7D | -25.7% | -14.5% | -11.2% | -25.0% |
| 30D | -29.7% | -32.0% | +2.3% | -28.5% |
| 3M | -23.1% | -15.8% | -7.3% | -22.9% |
| 6M | +45.0% | -36.6% | +81.6% | +46.7% |
| YTD | +62.9% | +30.9% | +32.0% | +58.6% |
| 1Y | +51.8% | +4.1% | +47.8% | +49.4% |
| All | +51.8% | -3.0% | +54.9% | +49.4% |
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