-16.8%
FXI vs WOLF
+47.3%
-64.1%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.9% | -1.2% |
| 7D | -4.2% | +30.2% | -34.4% | -5.0% |
| 30D | -2.0% | -7.2% | +5.2% | -2.0% |
| 3M | -5.0% | -16.4% | +11.4% | -4.8% |
| 6M | -9.6% | -50.7% | +41.0% | -8.4% |
| YTD | -11.9% | +52.3% | -64.2% | -16.7% |
| 1Y | -16.7% | +35.6% | -52.3% | -21.0% |
| All | -16.8% | +47.3% | -64.1% | -20.8% |
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