+30.7%
WOLF vs FDS
+1.1%
+29.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.3% | +6.2% | -1.3% |
| 7D | +9.8% | -5.4% | +15.2% | +5.6% |
| 30D | -12.1% | +1.6% | -13.7% | -10.0% |
| 3M | -47.9% | +17.7% | -65.6% | -37.9% |
| 6M | +74.3% | +29.1% | +45.2% | +125.3% |
| YTD | +65.9% | +1.0% | +64.9% | +95.2% |
| All | +30.7% | +1.1% | +29.6% | +52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling