+4.1%
WOLF vs VO
+16.3%
-12.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | -1.5% |
| 7D | -14.5% | +1.0% | -15.4% | -17.4% |
| 30D | -32.0% | +2.6% | -34.7% | -37.8% |
| 3M | -15.8% | -0.3% | -15.5% | -13.5% |
| 6M | -36.6% | +7.6% | -44.2% | -47.4% |
| YTD | +30.9% | +14.7% | +16.2% | -2.3% |
| 1Y | +4.1% | +16.4% | -12.4% | -23.4% |
| All | +4.1% | +16.3% | -12.2% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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