+125.3%
VLO vs WOLF
+37.9%
+87.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.3% | +7.6% | +1.1% |
| 7D | +9.6% | +4.4% | +5.3% | +9.8% |
| 30D | -17.4% | +1.0% | -18.4% | -17.2% |
| 3M | +10.8% | -21.2% | +32.0% | +10.4% |
| 6M | +56.9% | -60.3% | +117.3% | +53.7% |
| YTD | +136.8% | +42.6% | +94.2% | +134.8% |
| 1Y | +120.7% | +36.5% | +84.2% | +119.2% |
| All | +125.3% | +37.9% | +87.4% | +124.1% |
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 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