+177.8%
VIAV vs WOLF
+57.5%
+120.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.6% | -2.0% | +2.4% |
| 7D | -4.6% | +9.7% | -14.3% | -6.5% |
| 30D | -10.4% | +12.5% | -22.9% | -12.7% |
| 3M | -34.5% | -57.7% | +23.2% | -25.7% |
| 6M | +7.0% | +37.7% | -30.7% | -0.4% |
| YTD | +95.6% | +62.8% | +32.8% | +83.8% |
| All | +177.8% | +57.5% | +120.3% | +138.9% |
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