+17.3%
WOLF vs VYM
+17.5%
-0.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +0.7% |
| 7D | -8.6% | -0.8% | -7.8% | -6.0% |
| 30D | -18.3% | -2.2% | -16.0% | -11.8% |
| 3M | -43.1% | +3.1% | -46.2% | -48.8% |
| 6M | +42.4% | +9.7% | +32.7% | +8.4% |
| YTD | +48.9% | +14.9% | +34.0% | +7.8% |
| All | +17.3% | +17.5% | -0.3% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 3y: compounded portfolio wealth divided by compounded VYM 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…
3y analysis · Full analysis span regression · 6 months rolling