+49.0%
ZETA vs WOLF
+57.5%
-8.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.6% | -9.7% | -4.3% |
| 7D | +2.7% | +9.7% | -7.0% | +2.2% |
| 30D | +15.8% | +12.5% | +3.3% | +14.9% |
| 3M | +35.4% | -57.7% | +93.1% | +40.4% |
| 6M | +67.1% | +37.7% | +29.4% | +48.3% |
| YTD | +54.1% | +62.8% | -8.8% | +34.3% |
| All | +49.0% | +57.5% | -8.5% | +31.7% |
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