+86.1%
WULF vs ZS
-37.1%
+123.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +1.3% |
| 7D | +7.6% | -7.8% | +15.4% | +6.7% |
| 30D | -8.6% | +5.0% | -13.7% | -8.1% |
| 3M | -37.0% | +25.5% | -62.5% | -35.9% |
| 6M | +7.4% | +8.7% | -1.3% | +9.7% |
| YTD | +43.7% | -24.5% | +68.2% | +65.6% |
| 1Y | +86.1% | -36.7% | +122.8% | +158.4% |
| All | +86.1% | -37.1% | +123.2% | +158.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 1y: compounded portfolio wealth divided by compounded ZS 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…
1y analysis · Full analysis span regression · 6 months rolling