+3.6%
NVT vs WOLF
-3.0%
+6.6%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +1.7% | -14.4% | -13.1% |
| 7D | -19.5% | -14.5% | -5.0% | -16.6% |
| 30D | -32.4% | -32.0% | -0.4% | -26.6% |
| 3M | -30.3% | -15.8% | -14.6% | -28.5% |
| 6M | -30.4% | -36.6% | +6.1% | -28.2% |
| YTD | +11.3% | +30.9% | -19.6% | -3.7% |
| 1Y | +3.6% | +4.1% | -0.5% | -8.3% |
| All | +3.6% | -3.0% | +6.6% | -8.3% |
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