-14.1%
VMC vs WOLF
+60.4%
-74.6%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.7% |
| 7D | -0.5% | +9.8% | -10.3% | -0.6% |
| 30D | -9.1% | -12.1% | +3.0% | -9.0% |
| 3M | -4.1% | -47.9% | +43.7% | -3.0% |
| 6M | -5.5% | +74.3% | -79.8% | -9.7% |
| YTD | -8.9% | +65.9% | -74.8% | -13.0% |
| All | -14.1% | +60.4% | -74.6% | -17.6% |
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