+4.2%
WULF vs Z
+7.8%
-3.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.5% | -6.7% | -4.1% |
| 7D | +11.0% | +0.8% | +10.1% | +10.7% |
| 30D | +9.4% | +5.2% | +4.2% | +6.8% |
| 3M | -22.6% | -17.0% | -5.6% | -20.3% |
| 6M | -45.4% | -22.7% | -22.8% | -43.4% |
| YTD | +9.8% | -56.3% | +66.2% | +31.7% |
| 1Y | +8.0% | -57.7% | +65.7% | +31.1% |
| 3Y | +1,149.5% | -16.5% | +1,166.1% | +1,223.1% |
| 5Y | -55.6% | -53.4% | -2.2% | -50.9% |
| 10Y | +34.7% | -15.9% | +50.6% | +42.4% |
| All | +4.2% | +7.8% | -3.5% | +6.3% |
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