-9.3%
VFC vs WOLF
+51.6%
-60.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.5% | +3.3% | -1.8% |
| 7D | -2.3% | +2.4% | -4.7% | -2.5% |
| 30D | -13.4% | -6.9% | -6.5% | -13.1% |
| 3M | -23.7% | -44.1% | +20.4% | -21.8% |
| 6M | -24.5% | +53.6% | -78.1% | -29.2% |
| YTD | -27.8% | +56.7% | -84.5% | -32.5% |
| All | -9.3% | +51.6% | -60.8% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling