+75.3%
VIAV vs WOLF
-3.0%
+78.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.8% |
| 7D | -14.7% | -14.5% | -0.3% | -10.2% |
| 30D | -37.4% | -32.0% | -5.3% | -29.3% |
| 3M | -27.1% | -15.8% | -11.4% | -23.3% |
| 6M | -44.0% | -36.6% | -7.4% | -39.8% |
| YTD | +64.9% | +30.9% | +34.0% | +46.1% |
| 1Y | +75.3% | +4.1% | +71.2% | +57.6% |
| All | +75.3% | -3.0% | +78.3% | +57.6% |
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