+28.3%
WOLF vs FIGR
-10.0%
+38.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.7% | +6.3% | +5.8% |
| 7D | +9.7% | -0.2% | +9.9% | +9.6% |
| 30D | +12.5% | +25.2% | -12.6% | +5.2% |
| 3M | -57.7% | +14.8% | -72.5% | -59.6% |
| 6M | +37.7% | +17.9% | +19.7% | +30.4% |
| YTD | +62.8% | -11.9% | +74.8% | +53.7% |
| All | +28.3% | -10.0% | +38.3% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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