+13.9%
WOLF vs VIG
+11.8%
+2.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -0.5% | -7.3% | -6.0% |
| 7D | -6.2% | -2.2% | -4.0% | +2.1% |
| 30D | -16.5% | -3.2% | -13.3% | -5.5% |
| 3M | -42.0% | +3.0% | -45.1% | -49.1% |
| 6M | +51.8% | +8.1% | +43.7% | +16.3% |
| YTD | +44.6% | +9.1% | +35.5% | +10.5% |
| All | +13.9% | +11.8% | +2.1% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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