+18.0%
NYT vs WOLF
+44.0%
-26.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | +0.5% |
| 7D | -0.6% | -8.6% | +8.0% | -0.7% |
| 30D | +4.6% | -18.3% | +22.8% | +4.4% |
| 3M | -9.6% | -43.1% | +33.5% | -9.8% |
| 6M | -14.0% | +42.4% | -56.4% | -14.0% |
| YTD | -2.8% | +48.9% | -51.7% | -2.8% |
| All | +18.0% | +44.0% | -26.0% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling