-22.1%
WULF vs ZS
-31.8%
+9.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.3% | -6.3% | -6.6% |
| 7D | -12.8% | -12.3% | -0.6% | -13.9% |
| 30D | -20.9% | +11.2% | -32.1% | -19.7% |
| 3M | -38.0% | +37.5% | -75.5% | -34.7% |
| 6M | -47.5% | +57.8% | -105.3% | -45.0% |
| YTD | +1.8% | -0.2% | +2.0% | +24.6% |
| 1Y | -22.1% | -31.6% | +9.6% | +2.7% |
| All | -22.1% | -31.8% | +9.8% | +2.7% |
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