-27.4%
VFC vs WOLF
+33.9%
-61.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.6% | -3.3% | +1.9% |
| 7D | -1.6% | +9.7% | -11.3% | -2.4% |
| 30D | -11.6% | +12.5% | -24.2% | -13.0% |
| 3M | -18.1% | -57.7% | +39.6% | -13.1% |
| 6M | -27.4% | +37.7% | -65.0% | -38.5% |
| All | -27.4% | +33.9% | -61.3% | -38.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling