-16.1%
FXI vs WOLF
+29.9%
-46.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.3% | +6.3% | +0.2% |
| 7D | -4.2% | +4.4% | -8.6% | -4.3% |
| 30D | -1.1% | +1.0% | -2.1% | -1.3% |
| 3M | -4.0% | -21.2% | +17.2% | -3.7% |
| 6M | -11.8% | -60.3% | +48.5% | -9.5% |
| YTD | -11.9% | +42.6% | -54.5% | -17.7% |
| 1Y | -16.1% | +36.5% | -52.6% | -21.6% |
| All | -16.1% | +29.9% | -46.0% | -21.6% |
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 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