+251.9%
QCOM vs WULF
+39.2%
+212.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.5% |
| 7D | +13.0% | +29.4% | -16.4% | +11.0% |
| 30D | +0.2% | -1.3% | +1.4% | 0.0% |
| 3M | +9.2% | -24.1% | +33.4% | +10.7% |
| 6M | -15.0% | -42.8% | +27.8% | -12.6% |
| YTD | +5.2% | +13.5% | -8.3% | +3.0% |
| 1Y | +2.4% | +3.2% | -0.8% | +0.5% |
| 3Y | +52.0% | +1,230.6% | -1,178.6% | +20.6% |
| 5Y | +19.7% | -54.1% | +73.8% | -2.0% |
| All | +251.9% | +39.2% | +212.7% | +194.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling