-51.2%
NVD vs WOLF
+44.0%
-95.2%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | +0.9% |
| 7D | +10.8% | -8.6% | +19.4% | +8.8% |
| 30D | +0.8% | -18.3% | +19.0% | -2.8% |
| 3M | -20.8% | -43.1% | +22.2% | -26.4% |
| 6M | -41.2% | +42.4% | -83.6% | -28.1% |
| YTD | -44.2% | +48.9% | -93.1% | -30.1% |
| All | -51.2% | +44.0% | -95.2% | -39.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling