+23.4%
WOLF vs VICR
+271.8%
-248.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.9% | -0.7% | -3.2% |
| 7D | +2.4% | +1.3% | +1.1% | +1.8% |
| 30D | -6.9% | -11.9% | +5.0% | -0.4% |
| 3M | -44.1% | -35.1% | -8.9% | -32.0% |
| 6M | +53.6% | +8.1% | +45.5% | +49.3% |
| YTD | +56.7% | +67.8% | -11.1% | +38.4% |
| All | +23.4% | +271.8% | -248.3% | -4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling