-20.1%
NVDL vs WOLF
-3.0%
-17.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.7% | -7.7% | -6.5% |
| 7D | -14.0% | -14.5% | +0.4% | -10.8% |
| 30D | -31.2% | -32.0% | +0.8% | -25.1% |
| 3M | -15.5% | -15.8% | +0.3% | -13.5% |
| 6M | -10.3% | -36.6% | +26.3% | -4.3% |
| YTD | -5.8% | +30.9% | -36.7% | -18.4% |
| 1Y | -20.1% | +4.1% | -24.1% | -26.4% |
| All | -20.1% | -3.0% | -17.1% | -26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling