-40.5%
ZTS vs WOLF
+47.3%
-87.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +0.4% |
| 7D | +1.0% | +30.2% | -29.2% | +1.4% |
| 30D | +12.4% | -7.2% | +19.6% | +12.5% |
| 3M | +13.6% | -16.4% | +30.0% | +13.6% |
| 6M | +9.3% | -50.7% | +60.0% | +10.1% |
| YTD | -32.6% | +52.3% | -84.8% | -37.4% |
| 1Y | -30.0% | +35.6% | -65.6% | -34.7% |
| All | -40.5% | +47.3% | -87.8% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling