+151.8%
WULF vs ZTS
+161.4%
-9.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.7% | -4.0% |
| 7D | +15.6% | -3.8% | +19.3% | +16.8% |
| 30D | +5.7% | -2.0% | +7.8% | +5.7% |
| 3M | -32.3% | -10.2% | -22.1% | -30.9% |
| 6M | +23.7% | -39.4% | +63.1% | +42.4% |
| YTD | +49.1% | -40.8% | +89.9% | +72.7% |
| 1Y | +66.3% | -50.1% | +116.4% | +102.9% |
| 3Y | +851.7% | -58.9% | +910.6% | +1,119.8% |
| 5Y | -30.9% | -62.4% | +31.4% | -11.8% |
| 10Y | +86.9% | +58.8% | +28.1% | +138.2% |
| All | +151.8% | +161.4% | -9.6% | +278.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling