+30.8%
VGT vs WOLF
+44.0%
-13.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.0% | -1.8% | +0.9% |
| 7D | -0.2% | -8.6% | +8.4% | +0.8% |
| 30D | -0.4% | -18.3% | +17.8% | +1.5% |
| 3M | +4.4% | -43.1% | +47.5% | +8.9% |
| 6M | +32.1% | +42.4% | -10.4% | +23.7% |
| YTD | +28.8% | +48.9% | -20.1% | +19.7% |
| All | +30.8% | +44.0% | -13.2% | +22.7% |
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