+32.7%
VFC vs WOLF
+52.0%
-19.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.2% | +1.3% | -2.7% |
| 7D | -1.4% | +30.2% | -31.6% | -3.2% |
| 30D | +24.6% | -7.2% | +31.9% | +24.7% |
| 3M | +38.4% | -16.4% | +54.8% | +38.9% |
| 6M | +15.3% | -50.7% | +65.9% | +17.6% |
| YTD | +12.7% | +52.3% | -39.5% | -0.8% |
| 1Y | +32.7% | +35.6% | -2.9% | +17.3% |
| All | +32.7% | +52.0% | -19.3% | +17.3% |
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