+28.3%
WOLF vs VCLT
-2.6%
+30.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.1% | +5.5% | +5.4% |
| 7D | +9.7% | -0.5% | +10.2% | +11.0% |
| 30D | +12.5% | -0.9% | +13.4% | +15.3% |
| 3M | -57.7% | -3.2% | -54.5% | -54.1% |
| 6M | +37.7% | -3.8% | +41.5% | +42.9% |
| YTD | +62.8% | -2.0% | +64.9% | +72.6% |
| All | +28.3% | -2.6% | +30.9% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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