+198.0%
VIAV vs WOLF
+39.8%
+158.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -7.7% | +3.2% | -2.9% |
| 7D | +11.2% | -6.2% | +17.4% | +12.8% |
| 30D | -2.6% | -16.5% | +13.9% | +1.4% |
| 3M | -20.1% | -42.0% | +21.9% | -13.5% |
| 6M | +25.8% | +51.8% | -26.0% | +19.3% |
| YTD | +109.9% | +44.6% | +65.3% | +102.4% |
| All | +198.0% | +39.8% | +158.2% | +163.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling