+130.7%
VLO vs WOLF
+51.6%
+79.2%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.5% | +7.1% | +1.4% |
| 7D | +6.2% | +2.4% | +3.9% | +6.3% |
| 30D | +23.5% | -6.9% | +30.4% | +23.3% |
| 3M | +53.9% | -44.1% | +97.9% | +51.1% |
| 6M | +81.7% | +53.6% | +28.1% | +80.5% |
| YTD | +142.5% | +56.7% | +85.8% | +140.3% |
| All | +130.7% | +51.6% | +79.2% | +129.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling