+13.9%
WOLF vs ZCMD
-99.9%
+113.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -1.7% | -6.0% | -7.7% |
| 7D | -6.2% | -2.0% | -4.2% | -6.2% |
| 30D | -16.5% | -19.8% | +3.3% | -16.5% |
| 3M | -42.0% | -62.1% | +20.0% | -39.8% |
| 6M | +51.8% | -99.5% | +151.3% | +59.7% |
| YTD | +44.6% | -99.7% | +144.3% | +44.2% |
| All | +13.9% | -99.9% | +113.8% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling