+123.0%
VSH vs WOLF
+44.0%
+79.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.0% | +3.2% | +5.2% |
| 7D | +4.8% | -8.6% | +13.3% | +7.5% |
| 30D | -0.7% | -18.3% | +17.6% | +4.9% |
| 3M | -43.1% | -43.1% | 0.0% | -35.0% |
| 6M | +91.8% | +42.4% | +49.4% | +77.7% |
| YTD | +131.6% | +48.9% | +82.7% | +111.1% |
| All | +123.0% | +44.0% | +79.0% | +108.0% |
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