+128.9%
NOK vs WOLF
+51.6%
+77.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.5% | +6.6% | +2.0% |
| 7D | +9.3% | +2.4% | +7.0% | +8.9% |
| 30D | +17.9% | -6.9% | +24.7% | +19.0% |
| 3M | -22.3% | -44.1% | +21.8% | -17.4% |
| 6M | +36.4% | +53.6% | -17.2% | +30.7% |
| YTD | +66.3% | +56.7% | +9.6% | +58.8% |
| All | +128.9% | +51.6% | +77.4% | +121.7% |
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