+843.9%
WULF vs ZETA
+274.1%
+569.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.5% | -6.2% | -6.0% |
| 7D | -0.6% | -6.5% | +5.9% | +1.9% |
| 30D | -3.6% | +4.8% | -8.5% | -5.9% |
| 3M | -30.4% | +53.3% | -83.7% | -42.8% |
| 6M | +12.5% | +66.8% | -54.3% | -13.2% |
| YTD | +40.5% | +50.2% | -9.7% | +11.5% |
| 1Y | +53.0% | +62.0% | -9.1% | +15.3% |
| All | +843.9% | +274.1% | +569.8% | +247.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 3y: compounded portfolio wealth divided by compounded ZETA 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…
3y analysis · Full analysis span regression · 6 months rolling