-40.7%
NOW vs WOLF
+39.8%
-80.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.8% | -9.0% | +1.0% |
| 7D | -3.1% | +25.3% | -28.3% | -2.4% |
| 30D | -27.0% | -14.7% | -12.4% | -27.7% |
| 3M | -17.7% | -20.5% | +2.8% | -18.3% |
| 6M | +12.7% | -43.9% | +56.6% | +10.1% |
| YTD | -32.9% | +50.0% | -82.9% | -34.8% |
| All | -40.7% | +39.8% | -80.5% | -42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling