+82.5%
WULF vs ZETA
+237.6%
-155.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.7% |
| 7D | +15.6% | -0.1% | +15.7% | +15.6% |
| 30D | +5.7% | +10.5% | -4.7% | +1.6% |
| 3M | -32.3% | +44.3% | -76.6% | -41.9% |
| 6M | +23.7% | +59.4% | -35.8% | -0.1% |
| YTD | +49.1% | +49.5% | -0.4% | +21.8% |
| 1Y | +66.3% | +62.7% | +3.6% | +29.9% |
| 3Y | +851.7% | +274.6% | +577.0% | +415.1% |
| 5Y | -30.9% | +349.3% | -380.3% | -66.4% |
| All | +82.5% | +237.6% | -155.1% | -19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling