-62.4%
Z vs WOLF
+13.1%
-75.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -10.7% | 0.0% | -10.7% |
| 7D | -2.3% | -18.4% | +16.1% | -2.4% |
| 30D | +9.4% | -36.0% | +45.4% | +9.0% |
| 3M | -16.1% | -19.2% | +3.1% | -16.3% |
| 6M | -30.4% | -44.4% | +14.0% | -31.0% |
| YTD | -55.6% | +16.9% | -72.5% | -55.4% |
| 1Y | -58.5% | +0.5% | -59.1% | -58.4% |
| All | -62.4% | +13.1% | -75.5% | -62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling