-15.1%
NYT vs WOLF
+47.4%
-62.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.7% | +7.7% | -0.2% |
| 7D | -0.7% | -6.2% | +5.5% | -0.8% |
| 30D | +4.5% | -16.5% | +20.9% | +4.2% |
| 3M | -8.5% | -42.0% | +33.5% | -8.9% |
| 6M | -15.1% | +51.8% | -66.9% | -15.8% |
| All | -15.1% | +47.4% | -62.4% | -15.8% |
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