+36.5%
WOLF vs FIGR
-30.4%
+66.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.8% | -4.6% | -5.8% |
| 7D | +4.4% | +11.0% | -6.6% | +1.2% |
| 30D | +1.0% | +0.7% | +0.3% | +0.8% |
| 3M | -21.2% | -20.9% | -0.3% | -17.6% |
| 6M | -60.3% | -37.7% | -22.6% | -57.3% |
| YTD | +42.6% | -38.2% | +80.9% | +50.5% |
| 1Y | +36.5% | -27.1% | +63.6% | +45.0% |
| All | +36.5% | -30.4% | +66.9% | +45.0% |
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