-24.7%
WULF vs ZBH
-28.6%
+3.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.2% |
| 7D | +1.4% | -4.7% | +6.1% | +3.5% |
| 30D | -2.6% | -4.5% | +1.9% | -1.1% |
| 3M | -34.0% | +7.6% | -41.5% | -38.0% |
| 6M | +10.0% | +0.3% | +9.7% | +7.1% |
| YTD | +45.7% | +4.5% | +41.2% | +37.8% |
| 1Y | +57.3% | -9.4% | +66.7% | +59.1% |
| 3Y | +878.9% | -21.5% | +900.4% | +954.2% |
| All | -24.7% | -28.6% | +3.9% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 5y: compounded portfolio wealth divided by compounded ZBH 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…
5y analysis · Full analysis span regression · 6 months rolling