-30.5%
NRG vs WOLF
+44.0%
-74.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.4% | +1.3% |
| 7D | -4.7% | -8.6% | +3.9% | -3.9% |
| 30D | -6.0% | -18.3% | +12.3% | -4.4% |
| 3M | -8.0% | -43.1% | +35.1% | -4.6% |
| 6M | -23.2% | +42.4% | -65.6% | -29.3% |
| YTD | -28.1% | +48.9% | -76.9% | -34.5% |
| All | -30.5% | +44.0% | -74.5% | -35.7% |
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