-16.3%
VG vs WOLF
+45.1%
-61.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.8% | -7.5% | +2.8% |
| 7D | -8.3% | +25.3% | -33.6% | -7.2% |
| 30D | -10.3% | -14.7% | +4.3% | -11.1% |
| 3M | -10.8% | -20.5% | +9.8% | -11.5% |
| 6M | +3.5% | -43.9% | +47.4% | +2.3% |
| YTD | +74.0% | +50.0% | +23.9% | +75.2% |
| 1Y | +48.9% | +45.5% | +3.4% | +50.0% |
| All | -16.3% | +45.1% | -61.5% | -15.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling