+0.9%
QCOM vs WULF
+3.7%
-2.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.6% | -2.1% |
| 7D | +4.3% | +11.0% | -6.7% | +2.3% |
| 30D | -0.1% | +9.4% | -9.4% | -2.0% |
| 3M | +5.2% | -22.6% | +27.9% | +7.7% |
| 6M | -18.4% | -45.4% | +27.1% | -12.0% |
| YTD | +2.4% | +9.8% | -7.4% | +4.5% |
| 1Y | +0.9% | +8.0% | -7.2% | +2.6% |
| All | +0.9% | +3.7% | -2.8% | +2.6% |
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