+17.3%
WOLF vs VICR
+300.1%
-282.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +11.2% | -8.2% | -2.5% |
| 7D | -8.6% | +5.0% | -13.5% | -10.8% |
| 30D | -18.3% | -12.5% | -5.8% | -12.6% |
| 3M | -43.1% | -33.6% | -9.5% | -32.0% |
| 6M | +42.4% | +10.7% | +31.7% | +35.5% |
| YTD | +48.9% | +80.6% | -31.7% | +26.7% |
| All | +17.3% | +300.1% | -282.9% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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