+105.2%
WULF vs ZS
+498.3%
-393.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.6% |
| 7D | +1.4% | -3.1% | +4.5% | +2.1% |
| 30D | -2.6% | -7.2% | +4.6% | -1.5% |
| 3M | -34.0% | +30.5% | -64.4% | -39.6% |
| 6M | +10.0% | +7.0% | +3.0% | +0.4% |
| YTD | +45.7% | -26.8% | +72.5% | +48.2% |
| 1Y | +57.3% | -42.6% | +99.9% | +71.8% |
| 3Y | +878.9% | -0.3% | +879.3% | +823.0% |
| 5Y | -28.3% | -39.2% | +10.9% | -30.5% |
| All | +105.2% | +498.3% | -393.1% | +67.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling