-10.2%
VG vs WOLF
+53.8%
-64.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.5% | 0.0% | +5.8% |
| 7D | +5.5% | +21.5% | -16.0% | +6.5% |
| 30D | -3.6% | -1.2% | -2.3% | -3.7% |
| 3M | -4.0% | -8.2% | +4.2% | -4.1% |
| 6M | +9.4% | -45.0% | +54.4% | +7.9% |
| YTD | +86.6% | +59.0% | +27.6% | +88.5% |
| 1Y | +69.5% | +59.1% | +10.4% | +70.6% |
| All | -10.2% | +53.8% | -64.0% | -9.4% |
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