+12.4%
WOLF vs USFR
+4.6%
+7.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | 0.0% | -6.4% | -5.0% |
| 7D | +4.4% | +0.1% | +4.3% | +8.7% |
| 30D | +1.0% | +0.4% | +0.7% | +27.9% |
| 3M | -21.2% | +1.1% | -22.3% | +70.1% |
| 6M | -60.3% | +2.0% | -62.4% | +123.2% |
| YTD | +42.6% | +3.5% | +39.1% | +2,012.8% |
| 1Y | +36.5% | +4.1% | +32.4% | +2,472.4% |
| All | +12.4% | +4.6% | +7.8% | +2,264.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling