+86.1%
WULF vs Z
-58.8%
+145.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.0% |
| 7D | +7.6% | -3.0% | +10.6% | +8.0% |
| 30D | -8.6% | -4.2% | -4.5% | -8.1% |
| 3M | -37.0% | -3.7% | -33.3% | -36.1% |
| 6M | +7.4% | -24.5% | +31.9% | +18.0% |
| YTD | +43.7% | -49.3% | +93.0% | +78.4% |
| 1Y | +86.1% | -58.7% | +144.8% | +142.8% |
| All | +86.1% | -58.8% | +145.0% | +142.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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