-24.7%
WULF vs ZCMD
-100.0%
+75.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -7.1% | +10.8% | +3.7% |
| 7D | +1.4% | -5.4% | +6.8% | +1.4% |
| 30D | -2.6% | -24.8% | +22.2% | -2.7% |
| 3M | -34.0% | -62.8% | +28.8% | -33.9% |
| 6M | +10.0% | -99.5% | +109.5% | +1.9% |
| YTD | +45.7% | -99.8% | +145.5% | +31.8% |
| 1Y | +57.3% | -99.9% | +157.2% | +37.1% |
| 3Y | +878.9% | -100.0% | +978.9% | +498.2% |
| All | -24.7% | -100.0% | +75.3% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling