+30.7%
WOLF vs NWSA
-1.9%
+32.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.7% | +1.3% |
| 7D | +9.8% | -2.6% | +12.4% | +8.9% |
| 30D | -12.1% | +4.6% | -16.7% | -11.0% |
| 3M | -47.9% | +10.2% | -58.1% | -46.4% |
| 6M | +74.3% | +21.6% | +52.7% | +73.2% |
| YTD | +65.9% | +14.6% | +51.2% | +59.2% |
| All | +30.7% | -1.9% | +32.6% | +45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling