-22.1%
WULF vs ZBRA
+25.3%
-47.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.9% | -7.5% | -6.9% |
| 7D | -12.8% | -13.6% | +0.8% | -8.5% |
| 30D | -20.9% | -11.5% | -9.4% | -17.4% |
| 3M | -38.0% | -9.9% | -28.2% | -35.9% |
| 6M | -47.5% | +48.6% | -96.1% | -58.3% |
| YTD | +1.8% | +36.9% | -35.1% | -18.7% |
| 1Y | -22.1% | +27.7% | -49.7% | -30.6% |
| All | -22.1% | +25.3% | -47.3% | -30.6% |
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