+38.6%
VRTX vs WOLF
+45.7%
-7.1%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.5% |
| 7D | +3.2% | +17.0% | -13.8% | +3.3% |
| 30D | +7.4% | -14.3% | +21.7% | +7.4% |
| 3M | +4.6% | -10.5% | +15.1% | +4.6% |
| 6M | +27.5% | -43.7% | +71.2% | +27.4% |
| YTD | +20.9% | +50.7% | -29.8% | +19.4% |
| 1Y | +30.1% | +46.7% | -16.6% | +28.3% |
| All | +38.6% | +45.7% | -7.1% | +36.9% |
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 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