+274.0%
WULF vs ZCMD
-100.0%
+374.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -7.0% | +10.8% | +3.7% |
| 7D | +1.4% | -5.4% | +6.8% | +1.4% |
| 30D | -2.6% | -24.8% | +22.1% | -2.5% |
| 3M | -34.0% | -62.8% | +28.8% | -34.2% |
| 6M | +10.0% | -99.5% | +109.5% | +7.0% |
| YTD | +45.7% | -99.8% | +145.5% | +40.3% |
| 1Y | +57.3% | -99.9% | +157.2% | +48.8% |
| 3Y | +878.9% | -100.0% | +978.9% | +737.8% |
| 5Y | -28.3% | -100.0% | +71.7% | -37.4% |
| All | +274.0% | -100.0% | +374.0% | +238.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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