+69.0%
NVT vs WOLF
+44.0%
+25.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.0% | +1.7% | +4.1% |
| 7D | +4.1% | -8.6% | +12.6% | +5.8% |
| 30D | -5.1% | -18.3% | +13.1% | -1.6% |
| 3M | -1.2% | -43.1% | +41.9% | +6.7% |
| 6M | +46.6% | +42.4% | +4.2% | +31.2% |
| YTD | +60.0% | +48.9% | +11.1% | +41.6% |
| All | +69.0% | +44.0% | +25.0% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling