+28.3%
WOLF vs ZCMD
-99.9%
+128.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.8% | +9.4% | +5.6% |
| 7D | +9.7% | -8.0% | +17.7% | +9.7% |
| 30D | +12.5% | -27.9% | +40.4% | +12.6% |
| 3M | -57.7% | -74.6% | +16.9% | -55.6% |
| 6M | +37.7% | -99.5% | +137.1% | +45.4% |
| YTD | +62.8% | -99.7% | +162.6% | +62.4% |
| All | +28.3% | -99.9% | +128.2% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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