+13.6%
QCOM vs WULF
+53.1%
-39.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.8% | +6.1% | +1.0% |
| 7D | +4.9% | -0.6% | +5.5% | +4.9% |
| 30D | +9.3% | -3.6% | +13.0% | +9.4% |
| 3M | -7.0% | -30.4% | +23.4% | -3.2% |
| 6M | +32.0% | +12.5% | +19.6% | +33.2% |
| YTD | +5.0% | +40.5% | -35.4% | +5.1% |
| 1Y | +13.6% | +53.0% | -39.4% | +13.9% |
| All | +13.6% | +53.1% | -39.5% | +13.9% |
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 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