+13.9%
WOLF vs BNS
+47.8%
-33.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +0.8% | -8.5% | -8.8% |
| 7D | -6.2% | -2.2% | -4.0% | -3.5% |
| 30D | -16.5% | +4.5% | -21.0% | -21.5% |
| 3M | -42.0% | +14.9% | -56.9% | -52.0% |
| 6M | +51.8% | +32.5% | +19.3% | +7.0% |
| YTD | +44.6% | +28.6% | +16.0% | +3.5% |
| All | +13.9% | +47.8% | -33.9% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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