+14.7%
VT vs WOLF
+45.7%
-31.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | -0.1% | +17.0% | -17.1% | -1.2% |
| 30D | -3.1% | -14.3% | +11.2% | -2.6% |
| 3M | -3.5% | -10.5% | +7.0% | -3.6% |
| 6M | +0.5% | -43.7% | +44.2% | +1.6% |
| YTD | +10.8% | +50.7% | -39.9% | +5.3% |
| 1Y | +11.9% | +46.7% | -34.8% | +6.3% |
| All | +14.7% | +45.7% | -31.1% | +9.5% |
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 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