+112.1%
VSH vs WOLF
+51.6%
+60.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.5% | +6.2% | +2.4% |
| 7D | +3.5% | +2.4% | +1.2% | +2.7% |
| 30D | -4.4% | -6.9% | +2.5% | -2.9% |
| 3M | -45.8% | -44.1% | -1.7% | -38.1% |
| 6M | +90.1% | +53.6% | +36.5% | +72.7% |
| YTD | +120.3% | +56.7% | +63.6% | +97.9% |
| All | +112.1% | +51.6% | +60.5% | +94.9% |
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 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