+21.0%
VRT vs WOLF
+52.0%
-31.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.2% | +5.7% | +2.8% |
| 7D | +18.6% | +30.2% | -11.6% | +9.5% |
| 30D | -11.7% | -7.2% | -4.4% | -10.4% |
| 3M | -27.3% | -16.4% | -10.9% | -24.9% |
| 6M | -42.9% | -50.7% | +7.8% | -36.1% |
| YTD | +29.5% | +52.3% | -22.8% | -5.1% |
| 1Y | +21.0% | +35.6% | -14.6% | -9.1% |
| All | +21.0% | +52.0% | -31.0% | -9.1% |
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 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