-22.1%
WULF vs ZTS
-26.9%
+4.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +7.5% | -14.1% | -5.6% |
| 7D | -12.8% | +15.4% | -28.2% | -11.2% |
| 30D | -20.9% | +25.8% | -46.7% | -19.4% |
| 3M | -38.0% | +18.1% | -56.1% | -36.7% |
| 6M | -47.5% | -19.7% | -27.8% | -38.8% |
| YTD | +1.8% | -27.5% | +29.3% | +24.0% |
| 1Y | -22.1% | -26.7% | +4.7% | -3.0% |
| All | -22.1% | -26.9% | +4.9% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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