+18.2%
WOLF vs VT
+15.2%
+3.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.6% | +7.2% | -0.8% |
| 7D | +25.3% | +0.4% | +24.9% | +23.6% |
| 30D | -14.7% | -2.6% | -12.1% | -2.3% |
| 3M | -20.5% | -3.2% | -17.3% | -5.8% |
| 6M | -43.9% | +0.9% | -44.9% | -39.2% |
| YTD | +50.0% | +11.3% | +38.7% | +25.6% |
| 1Y | +45.5% | +14.0% | +31.5% | +13.8% |
| All | +18.2% | +15.2% | +3.0% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 5y: compounded portfolio wealth divided by compounded VT 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…
5y analysis · Full analysis span regression · 6 months rolling