+82.7%
WULF vs Z
-2.5%
+85.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.0% | -0.3% | +2.6% |
| 7D | +1.4% | -6.0% | +7.4% | +3.0% |
| 30D | -2.6% | -2.3% | -0.3% | -2.8% |
| 3M | -34.0% | -0.6% | -33.4% | -35.1% |
| 6M | +10.0% | -27.6% | +37.6% | +18.1% |
| YTD | +45.7% | -52.4% | +98.1% | +75.3% |
| 1Y | +57.3% | -63.6% | +120.9% | +105.0% |
| 3Y | +878.9% | -36.4% | +915.3% | +1,009.8% |
| 5Y | -28.3% | -64.6% | +36.3% | -20.5% |
| All | +82.7% | -2.5% | +85.1% | +92.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling