-98.2%
VIVK vs WOLF
+56.1%
-154.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +3.0% | -10.4% | -7.2% |
| 7D | -4.4% | -8.6% | +4.2% | -4.9% |
| 30D | -40.8% | -18.3% | -22.6% | -41.5% |
| 3M | -94.1% | -43.1% | -51.1% | -93.8% |
| 6M | -98.2% | +42.4% | -140.6% | -98.3% |
| All | -98.2% | +56.1% | -154.2% | -98.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling