+28.3%
WOLF vs USFR
+3.7%
+24.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +7.4% |
| 7D | +9.7% | +0.1% | +9.6% | +15.3% |
| 30D | +12.5% | +0.3% | +12.2% | +49.5% |
| 3M | -57.7% | +1.0% | -58.7% | +15.0% |
| 6M | +37.7% | +1.9% | +35.7% | +726.9% |
| YTD | +62.8% | +2.6% | +60.2% | +1,264.8% |
| All | +28.3% | +3.7% | +24.6% | +1,428.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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