+1,654.8%
WULF vs ZBRA
+4,083.9%
-2,429.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.2% | -5.5% | -5.7% |
| 7D | -0.6% | -3.8% | +3.2% | 0.0% |
| 30D | -3.6% | -10.2% | +6.6% | -2.0% |
| 3M | -30.4% | +58.7% | -89.1% | -35.7% |
| 6M | +12.5% | +61.9% | -49.4% | +3.6% |
| YTD | +40.5% | +41.7% | -1.2% | +31.9% |
| 1Y | +53.0% | +12.4% | +40.6% | +48.2% |
| 3Y | +796.7% | +34.2% | +762.5% | +761.0% |
| 5Y | -30.9% | -40.8% | +9.9% | -29.6% |
| 10Y | +76.1% | +420.3% | -344.2% | +61.3% |
| All | +1,654.8% | +4,083.9% | -2,429.2% | +1,629.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling