-63.3%
Z vs WOLF
+32.2%
-95.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +16.8% | -19.3% | -2.3% |
| 7D | -4.6% | +8.2% | -12.8% | -4.4% |
| 30D | +8.3% | -24.2% | +32.5% | +8.2% |
| 3M | -11.6% | -13.8% | +2.2% | -11.7% |
| 6M | -33.6% | -44.8% | +11.1% | -33.9% |
| YTD | -56.7% | +36.6% | -93.3% | -56.4% |
| 1Y | -59.1% | +27.6% | -86.7% | -58.8% |
| All | -63.3% | +32.2% | -95.5% | -63.0% |
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