-32.4%
VST vs WOLF
+37.9%
-70.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.3% | +5.2% | -0.4% |
| 7D | +6.6% | +4.4% | +2.2% | +6.0% |
| 30D | -12.4% | +1.0% | -13.4% | -12.8% |
| 3M | -9.0% | -21.2% | +12.2% | -8.0% |
| 6M | -6.4% | -60.3% | +53.9% | -1.7% |
| YTD | -17.2% | +42.6% | -59.8% | -23.3% |
| 1Y | -22.0% | +36.5% | -58.5% | -27.8% |
| All | -32.4% | +37.9% | -70.4% | -35.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling