+60.7%
VG vs WOLF
+45.6%
+15.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.7% |
| 7D | -7.7% | +17.0% | -24.7% | -6.4% |
| 30D | -8.8% | -14.3% | +5.5% | -10.1% |
| 3M | -15.6% | -10.5% | -5.1% | -15.8% |
| 6M | +5.2% | -43.7% | +48.9% | +3.9% |
| YTD | +76.9% | +50.7% | +26.2% | +98.3% |
| All | +60.7% | +45.6% | +15.1% | +76.5% |
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 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