-18.3%
VG vs WOLF
+32.2%
-50.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +16.8% | -16.8% | +0.9% |
| 7D | -22.0% | +8.2% | -30.3% | -21.7% |
| 30D | -11.6% | -24.2% | +12.5% | -13.0% |
| 3M | -14.9% | -13.8% | -1.1% | -15.0% |
| 6M | -3.5% | -44.8% | +41.2% | -4.6% |
| YTD | +70.0% | +36.6% | +33.3% | +70.4% |
| 1Y | +50.0% | +27.6% | +22.4% | +51.0% |
| All | -18.3% | +32.2% | -50.4% | -18.1% |
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