+53.7%
NEM vs WOLF
+51.6%
+2.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.5% | +6.8% | +1.9% |
| 7D | +3.1% | +2.4% | +0.7% | +2.7% |
| 30D | +10.0% | -6.9% | +16.9% | +10.5% |
| 3M | +30.9% | -44.1% | +75.0% | +36.6% |
| 6M | +10.5% | +53.6% | -43.1% | +4.3% |
| YTD | +29.7% | +56.7% | -27.0% | +21.9% |
| All | +53.7% | +51.6% | +2.1% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling