+174.7%
ROIV vs WOLF
+60.4%
+114.3%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +1.9% | +16.9% | +18.7% |
| 7D | +20.2% | +9.8% | +10.4% | +19.7% |
| 30D | +14.1% | -12.1% | +26.3% | +14.5% |
| 3M | +45.6% | -47.9% | +93.5% | +45.9% |
| 6M | +44.1% | +74.3% | -30.2% | +39.3% |
| YTD | +91.2% | +65.9% | +25.3% | +85.5% |
| All | +174.7% | +60.4% | +114.3% | +164.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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