-14.9%
NTNX vs WOLF
+39.8%
-54.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.7% | +5.5% | -2.3% |
| 7D | -3.9% | -6.2% | +2.3% | -3.9% |
| 30D | +1.7% | -16.5% | +18.2% | +1.6% |
| 3M | +31.7% | -42.0% | +73.8% | +31.4% |
| 6M | +69.4% | +51.8% | +17.5% | +69.1% |
| YTD | +26.6% | +44.6% | -18.0% | +26.8% |
| All | -14.9% | +39.8% | -54.8% | -15.2% |
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