+105.4%
NBIS vs WOLF
+57.5%
+47.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.6% | +1.9% | +5.2% |
| 7D | +8.2% | +9.7% | -1.4% | +4.3% |
| 30D | +3.4% | +12.5% | -9.2% | -3.4% |
| 3M | -12.8% | -57.7% | +44.9% | +13.5% |
| 6M | +131.5% | +37.7% | +93.8% | +86.5% |
| YTD | +170.5% | +62.8% | +107.6% | +105.8% |
| All | +105.4% | +57.5% | +47.9% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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