+15.9%
NSC vs WOLF
+18.5%
-2.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +16.8% | -19.3% | -2.3% |
| 7D | -6.2% | +8.2% | -14.5% | -6.1% |
| 30D | +2.6% | -24.2% | +26.7% | +2.5% |
| 3M | -5.8% | -13.8% | +8.0% | -5.7% |
| 6M | +2.1% | -44.8% | +46.9% | +1.4% |
| YTD | +12.7% | +36.6% | -24.0% | +7.7% |
| 1Y | +15.9% | +27.6% | -11.7% | +10.3% |
| All | +15.9% | +18.5% | -2.6% | +10.3% |
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 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