-32.7%
AZO vs WOLF
+44.0%
-76.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.1% | -0.2% |
| 7D | -3.6% | -8.6% | +5.0% | -3.6% |
| 30D | -5.6% | -18.3% | +12.7% | -5.6% |
| 3M | -6.6% | -43.1% | +36.4% | -6.4% |
| 6M | -22.5% | +42.4% | -64.9% | -24.3% |
| YTD | -15.2% | +48.9% | -64.1% | -17.3% |
| All | -32.7% | +44.0% | -76.7% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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