+127.1%
VLO vs WOLF
+60.4%
+66.7%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.9% | +1.4% | +3.3% |
| 7D | +5.8% | +9.8% | -4.0% | +6.1% |
| 30D | +28.3% | -12.1% | +40.5% | +27.9% |
| 3M | +48.7% | -47.9% | +96.6% | +45.8% |
| 6M | +71.9% | +74.3% | -2.4% | +70.9% |
| YTD | +138.7% | +65.9% | +72.8% | +137.0% |
| All | +127.1% | +60.4% | +66.7% | +126.2% |
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