+15.5%
VRT vs WOLF
+53.6%
-38.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.5% | +0.8% | +4.7% |
| 7D | +0.5% | +21.5% | -21.0% | -4.9% |
| 30D | -13.7% | -1.2% | -12.5% | -14.0% |
| 3M | -26.7% | -8.2% | -18.5% | -26.2% |
| 6M | -43.8% | -45.0% | +1.1% | -39.2% |
| YTD | +27.6% | +59.0% | -31.4% | -4.7% |
| 1Y | +15.5% | +59.1% | -43.6% | -12.0% |
| All | +15.5% | +53.6% | -38.1% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling