+51.7%
NEM vs WOLF
+60.4%
-8.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.0% |
| 7D | +3.9% | +9.8% | -5.9% | +2.8% |
| 30D | +12.7% | -12.1% | +24.9% | +13.9% |
| 3M | +28.7% | -47.9% | +76.5% | +35.2% |
| 6M | +9.8% | +74.3% | -64.5% | +2.5% |
| YTD | +28.1% | +65.9% | -37.8% | +19.7% |
| All | +51.7% | +60.4% | -8.7% | +39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling