+4.1%
WOLF vs FIGR
-41.8%
+45.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.5% | +0.5% |
| 7D | -14.5% | -1.3% | -13.1% | -14.0% |
| 30D | -32.0% | -17.6% | -14.4% | -28.4% |
| 3M | -15.8% | -16.7% | +0.9% | -12.7% |
| 6M | -36.6% | -36.1% | -0.5% | -30.6% |
| YTD | +30.9% | -43.6% | +74.5% | +38.7% |
| 1Y | +4.1% | -39.8% | +43.9% | +8.3% |
| All | +4.1% | -41.8% | +45.9% | +8.3% |
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