-30.3%
NXT vs WOLF
-62.7%
+32.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.3% | +7.9% | +3.2% |
| 7D | -9.4% | +4.4% | -13.8% | -10.6% |
| 30D | +15.1% | +1.0% | +14.1% | +13.6% |
| 3M | -9.1% | -21.2% | +12.1% | -5.7% |
| 6M | -30.3% | -60.3% | +30.0% | -20.4% |
| All | -30.3% | -62.7% | +32.4% | -20.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling