-45.5%
ZS vs WOLF
+60.4%
-105.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.9% | -6.5% | -4.7% |
| 7D | -9.2% | +9.8% | -19.0% | -9.6% |
| 30D | -4.0% | -12.1% | +8.1% | -3.6% |
| 3M | +25.3% | -47.9% | +73.2% | +28.2% |
| 6M | -1.3% | +74.3% | -75.6% | -4.0% |
| YTD | -28.0% | +65.9% | -93.9% | -30.1% |
| All | -45.5% | +60.4% | -105.9% | -47.1% |
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