+23.4%
WOLF vs NVMI
+19.3%
+4.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.7% | -4.7% |
| 7D | +2.4% | +6.9% | -4.6% | -4.0% |
| 30D | -6.9% | -2.8% | -4.0% | -3.8% |
| 3M | -44.1% | -27.3% | -16.7% | -23.8% |
| 6M | +53.6% | -13.7% | +67.3% | +88.1% |
| YTD | +56.7% | +13.8% | +42.8% | +59.9% |
| All | +23.4% | +19.3% | +4.2% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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