+843.9%
WULF vs Z
-39.0%
+882.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.8% | -3.0% | -4.3% |
| 7D | -0.6% | -11.6% | +11.0% | +5.8% |
| 30D | -3.6% | -8.5% | +4.8% | -0.8% |
| 3M | -30.4% | -7.9% | -22.5% | -30.4% |
| 6M | +12.5% | -29.1% | +41.5% | +31.2% |
| YTD | +40.5% | -54.2% | +94.7% | +113.9% |
| 1Y | +53.0% | -63.5% | +116.5% | +172.7% |
| All | +843.9% | -39.0% | +882.8% | +1,367.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling