+26.0%
VEA vs WOLF
+60.4%
-34.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.5% |
| 7D | +1.9% | +9.8% | -7.9% | +1.3% |
| 30D | +0.8% | -12.1% | +12.9% | +1.4% |
| 3M | +5.7% | -47.9% | +53.6% | +8.3% |
| 6M | +13.3% | +74.3% | -61.0% | +8.7% |
| YTD | +18.4% | +65.9% | -47.5% | +13.6% |
| All | +26.0% | +60.4% | -34.5% | +21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling