+17.3%
WOLF vs USFR
+3.9%
+13.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +9.3% |
| 7D | -8.6% | +0.1% | -8.7% | +2.2% |
| 30D | -18.3% | +0.4% | -18.6% | +11.5% |
| 3M | -43.1% | +1.0% | -44.1% | +54.3% |
| 6M | +42.4% | +2.0% | +40.4% | +774.2% |
| YTD | +48.9% | +2.8% | +46.1% | +1,294.8% |
| All | +17.3% | +3.9% | +13.4% | +1,462.5% |
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