+12.4%
WOLF vs NWSA
-11.0%
+23.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.7% | -9.0% | -6.0% |
| 7D | +4.4% | +2.2% | +2.2% | +4.7% |
| 30D | +1.0% | -8.8% | +9.8% | +0.4% |
| 3M | -21.2% | -6.5% | -14.7% | -20.9% |
| 6M | -60.3% | +1.5% | -61.8% | -59.8% |
| YTD | +42.6% | +4.0% | +38.6% | +36.1% |
| 1Y | +36.5% | +3.4% | +33.1% | +30.3% |
| All | +12.4% | -11.0% | +23.4% | +24.3% |
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