+34.0%
VTR vs WOLF
+39.8%
-5.8%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.7% | +8.9% | +1.0% |
| 7D | -1.8% | -6.2% | +4.4% | -2.0% |
| 30D | +4.0% | -16.5% | +20.5% | +3.6% |
| 3M | +7.8% | -42.0% | +49.9% | +7.2% |
| 6M | +6.4% | +51.8% | -45.5% | +5.2% |
| YTD | +18.3% | +44.6% | -26.3% | +17.2% |
| All | +34.0% | +39.8% | -5.8% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling