+13.9%
WOLF vs ZYBT
-6.5%
+20.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +1.3% | -9.0% | -7.7% |
| 7D | -6.2% | -2.5% | -3.8% | -6.2% |
| 30D | -16.5% | -1.2% | -15.2% | -16.5% |
| 3M | -42.0% | +76.7% | -118.7% | -40.0% |
| 6M | +51.8% | +103.6% | -51.8% | +49.6% |
| YTD | +44.6% | +38.3% | +6.3% | +62.0% |
| All | +13.9% | -6.5% | +20.4% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 all: compounded portfolio wealth divided by compounded ZYBT 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…
all analysis · Full analysis span regression · 6 months rolling