+7.9%
QCOM vs WULF
+83.4%
-75.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.1% |
| 7D | +3.3% | +7.6% | -4.2% | +2.4% |
| 30D | +7.7% | -8.6% | +16.3% | +8.6% |
| 3M | -30.1% | -37.0% | +6.9% | -26.6% |
| 6M | +22.8% | +7.4% | +15.4% | +24.2% |
| YTD | +0.2% | +43.7% | -43.5% | +0.3% |
| 1Y | +7.9% | +86.1% | -78.3% | +10.6% |
| All | +7.9% | +83.4% | -75.6% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 WULF 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