+173.1%
WULF vs ZYBT
-58.9%
+232.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.5% | +6.2% | +3.7% |
| 7D | +1.4% | -3.7% | +5.1% | +1.4% |
| 30D | -2.6% | 0.0% | -2.6% | -2.6% |
| 3M | -34.0% | +72.2% | -106.2% | -36.6% |
| 6M | +10.0% | +103.1% | -93.2% | +3.0% |
| YTD | +45.7% | +34.8% | +10.9% | +39.1% |
| 1Y | +57.3% | -83.2% | +140.5% | +61.1% |
| All | +173.1% | -58.9% | +232.0% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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