+30.7%
WOLF vs VSXY
+194.3%
-163.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.9% | -2.0% | +0.5% |
| 7D | +9.8% | -6.8% | +16.5% | +12.0% |
| 30D | -12.1% | -20.4% | +8.2% | -5.6% |
| 3M | -47.9% | +2.9% | -50.8% | -49.0% |
| 6M | +74.3% | +67.9% | +6.4% | +38.0% |
| YTD | +65.9% | +44.9% | +21.0% | +36.1% |
| All | +30.7% | +194.3% | -163.7% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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