+82.7%
WULF vs ZBRA
+435.2%
-352.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +2.9% |
| 7D | +1.4% | -3.4% | +4.8% | +2.9% |
| 30D | -2.6% | -7.4% | +4.8% | +0.7% |
| 3M | -34.0% | +57.5% | -91.5% | -47.8% |
| 6M | +10.0% | +64.0% | -54.0% | -14.9% |
| YTD | +45.7% | +44.3% | +1.4% | +18.9% |
| 1Y | +57.3% | +10.9% | +46.5% | +42.9% |
| 3Y | +878.9% | +37.5% | +841.4% | +734.7% |
| 5Y | -28.3% | -39.7% | +11.3% | -27.1% |
| All | +82.7% | +435.2% | -352.6% | +46.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling