+44.6%
ZETA vs WOLF
+51.6%
-7.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | -1.0% |
| 7D | -0.1% | +2.4% | -2.4% | -0.2% |
| 30D | +10.5% | -6.9% | +17.4% | +10.7% |
| 3M | +44.3% | -44.1% | +88.4% | +47.3% |
| 6M | +59.4% | +53.6% | +5.8% | +39.9% |
| YTD | +49.5% | +56.7% | -7.2% | +30.5% |
| All | +44.6% | +51.6% | -7.0% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling