+16.9%
VZ vs WOLF
+53.8%
-36.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | +0.8% |
| 7D | +0.9% | +21.5% | -20.5% | +1.8% |
| 30D | +8.9% | -1.2% | +10.2% | +9.2% |
| 3M | +0.1% | -8.2% | +8.3% | +0.4% |
| 6M | +1.9% | -45.0% | +46.9% | +1.7% |
| YTD | +22.0% | +59.0% | -37.0% | +24.7% |
| 1Y | +22.1% | +59.1% | -37.0% | +24.6% |
| All | +16.9% | +53.8% | -36.9% | +21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling