+20.0%
WOLF vs FDS
+16.0%
+3.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -4.9% |
| 7D | +30.2% | -2.6% | +32.8% | +28.2% |
| 30D | -7.2% | +14.1% | -21.3% | +2.6% |
| 3M | -16.4% | +19.8% | -36.2% | -2.9% |
| 6M | -50.7% | +55.0% | -105.6% | -28.3% |
| YTD | +52.3% | +15.9% | +36.4% | +99.4% |
| 1Y | +35.6% | +24.2% | +11.4% | +81.4% |
| All | +20.0% | +16.0% | +3.9% | +55.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling