+120.6%
VLO vs WOLF
-3.0%
+123.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.7% | -7.4% | -5.7% |
| 7D | -6.0% | -14.5% | +8.5% | -6.5% |
| 30D | -12.9% | -32.0% | +19.2% | -13.9% |
| 3M | +18.3% | -15.8% | +34.1% | +18.2% |
| 6M | +46.4% | -36.6% | +83.0% | +45.0% |
| YTD | +127.7% | +30.9% | +96.8% | +127.2% |
| 1Y | +120.6% | +4.1% | +116.6% | +118.1% |
| All | +120.6% | -3.0% | +123.6% | +118.1% |
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