+6.0%
VWO vs WOLF
-3.0%
+9.0%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.6% |
| 7D | -1.3% | -14.5% | +13.2% | -0.2% |
| 30D | -7.1% | -32.0% | +24.9% | -4.8% |
| 3M | -6.1% | -15.8% | +9.7% | -5.9% |
| 6M | -3.9% | -36.6% | +32.7% | -3.2% |
| YTD | +5.0% | +30.9% | -25.9% | -1.2% |
| 1Y | +6.0% | +4.1% | +1.9% | -0.2% |
| All | +6.0% | -3.0% | +9.0% | -0.2% |
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