-3.9%
ZBH vs WOLF
+44.0%
-47.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.0% | -1.8% | +1.1% |
| 7D | -4.7% | -8.6% | +3.9% | -4.6% |
| 30D | -4.5% | -18.3% | +13.8% | -4.4% |
| 3M | +7.6% | -43.1% | +50.7% | +8.8% |
| 6M | +0.3% | +42.4% | -42.1% | -5.5% |
| YTD | +4.5% | +48.9% | -44.4% | -2.1% |
| All | -3.9% | +44.0% | -47.9% | -9.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling