+282.7%
WULF vs ZCMD
-100.0%
+382.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.0% | -8.1% | -4.1% |
| 7D | +15.6% | -4.1% | +19.7% | +15.6% |
| 30D | +5.7% | -22.7% | +28.5% | +5.8% |
| 3M | -32.3% | -62.5% | +30.2% | -32.6% |
| 6M | +23.7% | -99.5% | +123.1% | +20.4% |
| YTD | +49.1% | -99.7% | +148.8% | +43.5% |
| 1Y | +66.3% | -99.9% | +166.2% | +57.3% |
| 3Y | +851.7% | -100.0% | +951.7% | +714.1% |
| 5Y | -30.9% | -100.0% | +69.1% | -39.7% |
| All | +282.7% | -100.0% | +382.7% | +246.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling