+36.4%
WULF vs Z
+25.1%
+11.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.3% |
| 7D | +7.6% | -3.0% | +10.6% | +8.4% |
| 30D | -8.6% | -4.2% | -4.5% | -8.2% |
| 3M | -37.0% | -3.7% | -33.3% | -37.3% |
| 6M | +7.4% | -24.5% | +31.9% | +13.8% |
| YTD | +43.7% | -49.3% | +93.0% | +68.3% |
| 1Y | +86.1% | -58.7% | +144.8% | +130.4% |
| 3Y | +733.8% | -34.1% | +768.0% | +829.9% |
| 5Y | -33.6% | -64.5% | +31.0% | -27.4% |
| 10Y | +76.1% | -0.5% | +76.5% | +81.7% |
| All | +36.4% | +25.1% | +11.3% | +35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling