-36.6%
VST vs WOLF
+32.2%
-68.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +16.8% | -6.3% | +8.7% |
| 7D | -9.8% | +8.2% | -18.0% | -10.7% |
| 30D | -25.1% | -24.2% | -1.0% | -23.5% |
| 3M | -11.6% | -13.8% | +2.2% | -11.4% |
| 6M | -20.9% | -44.8% | +23.9% | -18.7% |
| YTD | -22.3% | +36.6% | -58.9% | -27.6% |
| 1Y | -32.0% | +27.6% | -59.6% | -36.6% |
| All | -36.6% | +32.2% | -68.8% | -39.6% |
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