+30.7%
WOLF vs BNS
+47.8%
-17.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +3.3% |
| 7D | +9.8% | +1.8% | +8.0% | +6.7% |
| 30D | -12.1% | +4.5% | -16.6% | -17.3% |
| 3M | -47.9% | +15.8% | -63.7% | -57.4% |
| 6M | +74.3% | +31.5% | +42.8% | +23.0% |
| YTD | +65.9% | +28.6% | +37.3% | +18.8% |
| All | +30.7% | +47.8% | -17.1% | +1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling