-24.7%
WULF vs ZETA
+332.4%
-357.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +5.0% | +4.2% |
| 7D | +1.4% | -3.7% | +5.1% | +2.7% |
| 30D | -2.6% | +5.7% | -8.3% | -5.0% |
| 3M | -34.0% | +50.4% | -84.4% | -44.5% |
| 6M | +10.0% | +65.5% | -55.5% | -12.9% |
| YTD | +45.7% | +48.3% | -2.6% | +18.6% |
| 1Y | +57.3% | +45.4% | +12.0% | +27.5% |
| 3Y | +878.9% | +270.8% | +608.2% | +414.7% |
| All | -24.7% | +332.4% | -357.1% | -64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling