+282.9%
QCOM vs WULF
+82.7%
+200.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.7% | -0.8% | +2.6% |
| 7D | +7.8% | +1.4% | +6.4% | +7.7% |
| 30D | +12.2% | -2.6% | +14.8% | +12.2% |
| 3M | -9.9% | -34.0% | +24.1% | -7.8% |
| 6M | +36.9% | +10.0% | +26.9% | +35.3% |
| YTD | +8.0% | +45.7% | -37.6% | +4.5% |
| 1Y | +15.0% | +57.3% | -42.3% | +9.9% |
| 3Y | +75.8% | +878.9% | -803.1% | +41.4% |
| 5Y | +42.2% | -28.3% | +70.5% | +14.7% |
| All | +282.9% | +82.7% | +200.2% | +215.3% |
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