+4.1%
WOLF vs FDS
+31.1%
-27.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +3.7% |
| 7D | -14.5% | +9.4% | -23.9% | -8.3% |
| 30D | -32.0% | +23.8% | -55.8% | -20.6% |
| 3M | -15.8% | +25.1% | -40.9% | +0.5% |
| 6M | -36.6% | +53.8% | -90.4% | -7.0% |
| YTD | +30.9% | +19.6% | +11.3% | +78.8% |
| 1Y | +4.1% | +31.6% | -27.6% | +38.3% |
| All | +4.1% | +31.1% | -27.1% | +38.3% |
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