+51.4%
NTAP vs WOLF
+45.7%
+5.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.1% |
| 7D | -7.8% | +17.0% | -24.7% | -9.0% |
| 30D | -25.8% | -14.3% | -11.5% | -25.4% |
| 3M | -11.2% | -10.5% | -0.8% | -11.2% |
| 6M | +49.9% | -43.7% | +93.6% | +50.3% |
| YTD | +66.9% | +50.7% | +16.2% | +52.8% |
| 1Y | +58.8% | +46.7% | +12.1% | +45.2% |
| All | +51.4% | +45.7% | +5.6% | +37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling