+10.2%
NI vs WOLF
+37.9%
-27.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.3% | +6.9% | +0.5% |
| 7D | +4.3% | +4.4% | -0.1% | +4.3% |
| 30D | +12.4% | +1.0% | +11.3% | +12.3% |
| 3M | +10.2% | -21.2% | +31.4% | +10.2% |
| 6M | -0.8% | -60.3% | +59.5% | -0.5% |
| YTD | +13.2% | +42.6% | -29.4% | +12.7% |
| 1Y | +10.1% | +36.5% | -26.4% | +9.5% |
| All | +10.2% | +37.9% | -27.8% | +9.7% |
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 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