+86.6%
VSH vs WOLF
+47.3%
+39.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.2% | -0.4% | -3.2% |
| 7D | +26.2% | +30.2% | -4.0% | +15.3% |
| 30D | -12.5% | -7.2% | -5.3% | -10.4% |
| 3M | -16.9% | -16.4% | -0.5% | -12.8% |
| 6M | -17.0% | -50.7% | +33.7% | -3.4% |
| YTD | +93.8% | +52.3% | +41.6% | +75.6% |
| 1Y | +99.3% | +35.6% | +63.7% | +82.7% |
| All | +86.6% | +47.3% | +39.3% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling