-9.6%
VEEV vs WOLF
+60.4%
-70.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.9% | -5.6% | -3.7% |
| 7D | -5.2% | +9.8% | -14.9% | -5.1% |
| 30D | +14.9% | -12.1% | +27.1% | +14.8% |
| 3M | +58.4% | -47.9% | +106.2% | +58.6% |
| 6M | +35.5% | +74.3% | -38.8% | +26.1% |
| YTD | +18.6% | +65.9% | -47.2% | +10.3% |
| All | -9.6% | +60.4% | -70.1% | -16.0% |
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