+77.7%
VTRS vs WOLF
+44.0%
+33.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | +0.7% |
| 7D | -2.2% | -8.6% | +6.4% | -2.0% |
| 30D | +3.3% | -18.3% | +21.6% | +3.6% |
| 3M | +2.0% | -43.1% | +45.1% | +2.9% |
| 6M | +19.9% | +42.4% | -22.5% | +14.9% |
| YTD | +35.7% | +48.9% | -13.1% | +30.0% |
| All | +77.7% | +44.0% | +33.7% | +69.3% |
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