+136.8%
NOK vs WOLF
+44.0%
+92.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.0% | +1.8% | +4.3% |
| 7D | +11.0% | -8.6% | +19.5% | +12.6% |
| 30D | +7.8% | -18.3% | +26.1% | +11.3% |
| 3M | -21.0% | -43.1% | +22.1% | -16.0% |
| 6M | +40.9% | +42.4% | -1.5% | +36.5% |
| YTD | +72.0% | +48.9% | +23.1% | +65.7% |
| All | +136.8% | +44.0% | +92.8% | +131.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling