+23.4%
WOLF vs NWSA
-2.3%
+25.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.2% | -5.7% |
| 7D | +2.4% | -3.1% | +5.4% | +1.4% |
| 30D | -6.9% | +4.3% | -11.2% | -5.7% |
| 3M | -44.1% | +9.2% | -53.3% | -42.4% |
| 6M | +53.6% | +21.6% | +32.0% | +52.4% |
| YTD | +56.7% | +14.2% | +42.5% | +50.2% |
| All | +23.4% | -2.3% | +25.8% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling