+28.3%
WOLF vs FDS
+5.6%
+22.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.5% | +9.1% | +3.0% |
| 7D | +9.7% | -1.9% | +11.6% | +8.1% |
| 30D | +12.5% | +9.0% | +3.5% | +20.8% |
| 3M | -57.7% | +18.9% | -76.6% | -49.0% |
| 6M | +37.7% | +35.1% | +2.6% | +83.8% |
| YTD | +62.8% | +5.5% | +57.3% | +97.8% |
| All | +28.3% | +5.6% | +22.7% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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