-30.4%
Z vs WOLF
-47.4%
+16.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -10.7% | 0.0% | -10.9% |
| 7D | -2.3% | -18.4% | +16.1% | -2.8% |
| 30D | +9.4% | -36.0% | +45.4% | +8.1% |
| 3M | -16.1% | -19.2% | +3.1% | -16.4% |
| 6M | -30.4% | -44.4% | +14.0% | -30.0% |
| All | -30.4% | -47.4% | +16.9% | -30.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling