+697.6%
WULF vs ZBH
+265.6%
+432.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.3% | -3.5% | -5.4% |
| 7D | -0.6% | -6.6% | +6.0% | +0.6% |
| 30D | -3.6% | -4.9% | +1.3% | -3.0% |
| 3M | -30.4% | +5.1% | -35.5% | -31.6% |
| 6M | +12.5% | +1.3% | +11.1% | +11.3% |
| YTD | +40.5% | +3.4% | +37.1% | +38.3% |
| 1Y | +53.0% | -8.7% | +61.7% | +53.4% |
| 3Y | +796.7% | -21.2% | +817.9% | +817.0% |
| 5Y | -30.9% | -29.2% | -1.7% | -28.0% |
| 10Y | +76.1% | -17.5% | +93.6% | +78.3% |
| All | +697.6% | +265.6% | +432.1% | +529.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling