-24.3%
VST vs WOLF
+57.5%
-81.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.6% | -2.1% | +3.0% |
| 7D | +8.9% | +9.7% | -0.8% | +8.0% |
| 30D | +6.2% | +12.5% | -6.3% | +4.6% |
| 3M | -2.7% | -57.7% | +55.0% | +2.8% |
| 6M | -8.4% | +37.7% | -46.0% | -13.3% |
| YTD | -7.2% | +62.8% | -70.0% | -14.3% |
| All | -24.3% | +57.5% | -81.8% | -28.4% |
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