+110.0%
WULF vs ZS
+504.0%
-394.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.6% | -6.7% | -4.7% |
| 7D | +15.6% | -3.8% | +19.4% | +16.5% |
| 30D | +5.7% | -6.0% | +11.7% | +6.6% |
| 3M | -32.3% | +32.0% | -64.3% | -38.2% |
| 6M | +23.7% | +2.1% | +21.5% | +14.4% |
| YTD | +49.1% | -26.2% | +75.2% | +51.3% |
| 1Y | +66.3% | -41.2% | +107.5% | +80.2% |
| 3Y | +851.7% | +3.3% | +848.4% | +789.0% |
| 5Y | -30.9% | -40.7% | +9.8% | -33.1% |
| All | +110.0% | +504.0% | -394.0% | +71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling