-25.1%
VST vs WOLF
+53.6%
-78.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.5% | -3.8% | +1.1% |
| 7D | +10.9% | +21.5% | -10.5% | +8.4% |
| 30D | -15.6% | -1.2% | -14.4% | -16.2% |
| 3M | -7.8% | -8.2% | +0.4% | -8.4% |
| 6M | -12.0% | -45.0% | +33.0% | -10.1% |
| YTD | -16.9% | +59.0% | -75.9% | -23.2% |
| 1Y | -25.1% | +59.1% | -84.2% | -31.5% |
| All | -25.1% | +53.6% | -78.7% | -31.5% |
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