-44.5%
NKE vs WOLF
+51.6%
-96.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.5% | +3.6% | -2.0% |
| 7D | -2.3% | +2.4% | -4.7% | -2.3% |
| 30D | -10.4% | -6.9% | -3.5% | -10.4% |
| 3M | -15.5% | -44.1% | +28.6% | -14.7% |
| 6M | -32.6% | +53.6% | -86.2% | -35.2% |
| YTD | -39.8% | +56.7% | -96.5% | -42.2% |
| All | -44.5% | +51.6% | -96.1% | -46.5% |
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