+208.8%
VIAV vs WOLF
+60.4%
+148.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +1.9% | +9.3% | +10.8% |
| 7D | +11.3% | +9.8% | +1.6% | +9.1% |
| 30D | -1.0% | -12.1% | +11.1% | +1.8% |
| 3M | -20.5% | -47.9% | +27.4% | -13.1% |
| 6M | +39.0% | +74.3% | -35.3% | +27.9% |
| YTD | +117.5% | +65.9% | +51.6% | +103.6% |
| All | +208.8% | +60.4% | +148.3% | +164.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling