+149.3%
WULF vs ZM
+48.0%
+101.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | +15.6% | +0.3% | +15.3% | +15.4% |
| 30D | +5.7% | -10.3% | +16.0% | +8.3% |
| 3M | -32.3% | -0.7% | -31.6% | -32.8% |
| 6M | +23.7% | +24.8% | -1.1% | +13.5% |
| YTD | +49.1% | +11.5% | +37.6% | +40.3% |
| 1Y | +66.3% | +12.3% | +54.0% | +56.3% |
| 3Y | +851.7% | +33.5% | +818.2% | +762.2% |
| 5Y | -30.9% | -67.5% | +36.6% | -30.8% |
| All | +149.3% | +48.0% | +101.3% | +96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling