-16.7%
VMC vs WOLF
+39.8%
-56.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.7% | +8.0% | +0.4% |
| 7D | -3.7% | -6.2% | +2.5% | -3.6% |
| 30D | -12.8% | -16.5% | +3.7% | -12.6% |
| 3M | -7.9% | -42.0% | +34.1% | -7.1% |
| 6M | -7.5% | +51.8% | -59.3% | -11.4% |
| YTD | -11.6% | +44.6% | -56.2% | -15.4% |
| All | -16.7% | +39.8% | -56.5% | -19.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling