-24.7%
WULF vs ZTS
-63.0%
+38.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.6% | +3.6% |
| 7D | +1.4% | -3.7% | +5.1% | +3.4% |
| 30D | -2.6% | -0.8% | -1.8% | -3.4% |
| 3M | -34.0% | -9.7% | -24.2% | -31.6% |
| 6M | +10.0% | -38.4% | +48.4% | +44.3% |
| YTD | +45.7% | -41.1% | +86.8% | +96.1% |
| 1Y | +57.3% | -50.6% | +108.0% | +138.9% |
| 3Y | +878.9% | -59.1% | +938.1% | +1,547.7% |
| All | -24.7% | -63.0% | +38.3% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling