+28.3%
WOLF vs NWSA
-0.1%
+28.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.8% | +7.4% | +5.1% |
| 7D | +9.7% | -1.9% | +11.5% | +9.1% |
| 30D | +12.5% | +4.6% | +8.0% | +14.1% |
| 3M | -57.7% | +13.2% | -71.0% | -56.4% |
| 6M | +37.7% | +27.0% | +10.7% | +37.5% |
| YTD | +62.8% | +16.8% | +46.0% | +57.2% |
| All | +28.3% | -0.1% | +28.4% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling