-54.2%
NVD vs WOLF
+60.4%
-114.7%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.9% | +2.0% | +4.3% |
| 7D | -7.7% | +9.8% | -17.4% | -5.6% |
| 30D | -5.8% | -12.1% | +6.3% | -7.4% |
| 3M | -23.2% | -47.9% | +24.7% | -29.6% |
| 6M | -49.7% | +74.3% | -124.0% | -35.7% |
| YTD | -47.7% | +65.9% | -113.6% | -33.0% |
| All | -54.2% | +60.4% | -114.7% | -42.1% |
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