-34.9%
VST vs WOLF
-3.0%
-31.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.7% | -15.5% | -14.0% |
| 7D | -15.7% | -14.5% | -1.3% | -14.6% |
| 30D | -17.0% | -32.0% | +15.1% | -14.4% |
| 3M | -15.9% | -15.8% | -0.1% | -15.5% |
| 6M | -25.0% | -36.6% | +11.6% | -23.3% |
| YTD | -25.1% | +30.9% | -56.0% | -29.0% |
| 1Y | -34.9% | +4.1% | -38.9% | -38.1% |
| All | -34.9% | -3.0% | -31.8% | -38.1% |
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