+143.6%
WULF vs ZM
+47.0%
+96.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | +1.4% | -5.7% | +7.1% | +2.8% |
| 30D | -2.6% | -9.1% | +6.5% | -0.5% |
| 3M | -34.0% | +3.5% | -37.5% | -35.2% |
| 6M | +10.0% | +25.7% | -15.7% | +0.8% |
| YTD | +45.7% | +10.8% | +34.9% | +37.3% |
| 1Y | +57.3% | +12.8% | +44.6% | +47.8% |
| 3Y | +878.9% | +33.1% | +845.8% | +787.7% |
| 5Y | -28.3% | -68.3% | +40.0% | -28.0% |
| All | +143.6% | +47.0% | +96.6% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 10y: compounded portfolio wealth divided by compounded ZM 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…
10y analysis · Full analysis span regression · 6 months rolling