+57.3%
WULF vs ZBRA
+14.4%
+42.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +3.3% |
| 7D | +1.4% | -3.4% | +4.8% | +2.2% |
| 30D | -2.6% | -7.4% | +4.8% | -0.9% |
| 3M | -34.0% | +57.5% | -91.5% | -43.3% |
| 6M | +10.0% | +64.0% | -54.0% | -7.4% |
| YTD | +45.7% | +44.3% | +1.4% | +27.0% |
| 1Y | +57.3% | +10.9% | +46.5% | +20.6% |
| All | +57.3% | +14.4% | +42.9% | +20.6% |
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