-3.9%
NU vs WOLF
+60.4%
-64.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.1% | -0.4% |
| 7D | +6.0% | +9.8% | -3.8% | +5.5% |
| 30D | +10.8% | -12.1% | +22.9% | +11.3% |
| 3M | +32.2% | -47.9% | +80.0% | +35.2% |
| 6M | +5.1% | +74.3% | -69.1% | -4.5% |
| YTD | -8.4% | +65.9% | -74.3% | -16.9% |
| All | -3.9% | +60.4% | -64.3% | -12.5% |
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