+23.4%
WOLF vs USFR
+3.8%
+19.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | +2.4% | +0.1% | +2.3% | +7.6% |
| 30D | -6.9% | +0.3% | -7.2% | +19.7% |
| 3M | -44.1% | +1.0% | -45.1% | +46.6% |
| 6M | +53.6% | +1.9% | +51.7% | +819.9% |
| YTD | +56.7% | +2.7% | +54.0% | +1,257.8% |
| All | +23.4% | +3.8% | +19.7% | +1,420.1% |
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