-46.5%
NFLX vs WOLF
+53.8%
-100.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.5% | -3.5% | +2.1% |
| 7D | -2.8% | +21.5% | -24.2% | -2.6% |
| 30D | -8.6% | -1.2% | -7.3% | -8.5% |
| 3M | -13.7% | -8.2% | -5.5% | -13.6% |
| 6M | -24.5% | -45.0% | +20.5% | -24.1% |
| YTD | -31.2% | +59.0% | -90.2% | -34.1% |
| 1Y | -43.2% | +59.1% | -102.3% | -45.8% |
| All | -46.5% | +53.8% | -100.3% | -48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling