+843.9%
WULF vs ZTS
-59.2%
+903.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.6% | -5.2% | -5.6% |
| 7D | -0.6% | -4.5% | +3.9% | +0.5% |
| 30D | -3.6% | -3.3% | -0.3% | -3.4% |
| 3M | -30.4% | -9.7% | -20.7% | -28.9% |
| 6M | +12.5% | -38.8% | +51.3% | +33.1% |
| YTD | +40.5% | -41.2% | +81.7% | +68.3% |
| 1Y | +53.0% | -50.3% | +103.3% | +95.9% |
| All | +843.9% | -59.2% | +903.1% | +1,562.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling