+18.0%
ZBRA vs WOLF
+44.0%
-26.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.1% | +1.6% |
| 7D | -3.4% | -8.6% | +5.2% | -2.7% |
| 30D | -7.4% | -18.3% | +10.9% | -6.0% |
| 3M | +57.5% | -43.1% | +100.6% | +61.7% |
| 6M | +64.0% | +42.4% | +21.6% | +55.6% |
| YTD | +44.3% | +48.9% | -4.6% | +36.0% |
| All | +18.0% | +44.0% | -26.0% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling