+90.9%
NUE vs WOLF
+60.4%
+30.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -1.9% |
| 7D | +1.8% | +9.8% | -8.0% | +1.3% |
| 30D | -6.0% | -12.1% | +6.2% | -5.5% |
| 3M | +1.4% | -47.9% | +49.3% | +4.3% |
| 6M | +52.8% | +74.3% | -21.5% | +40.7% |
| YTD | +58.1% | +65.9% | -7.8% | +45.6% |
| All | +90.9% | +60.4% | +30.5% | +78.8% |
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