+2.0%
VG vs WOLF
+57.5%
-55.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.6% | -6.0% | 0.0% |
| 7D | +1.7% | +9.7% | -8.0% | +2.3% |
| 30D | +16.0% | +12.5% | +3.5% | +17.1% |
| 3M | +9.7% | -57.7% | +67.4% | +5.9% |
| 6M | +29.6% | +37.7% | -8.1% | +33.6% |
| YTD | +112.0% | +62.8% | +49.2% | +113.9% |
| All | +2.0% | +57.5% | -55.5% | +2.8% |
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