+86.1%
WULF vs ZBRA
+18.2%
+68.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.3% | +1.4% |
| 7D | +7.6% | +1.8% | +5.8% | +7.2% |
| 30D | -8.6% | -1.7% | -6.9% | -8.3% |
| 3M | -37.0% | +47.8% | -84.7% | -44.1% |
| 6M | +7.4% | +56.7% | -49.3% | -7.9% |
| YTD | +43.7% | +49.4% | -5.7% | +24.8% |
| 1Y | +86.1% | +16.5% | +69.6% | +43.5% |
| All | +86.1% | +18.2% | +68.0% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 1y: compounded portfolio wealth divided by compounded ZBRA 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…
1y analysis · Full analysis span regression · 6 months rolling