+19.7%
QCOM vs WULF
-53.4%
+73.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.4% | -4.6% | +1.2% |
| 7D | +2.0% | +14.2% | -12.2% | +0.7% |
| 30D | +1.2% | -0.1% | +1.3% | +0.9% |
| 3M | +9.1% | -20.2% | +29.4% | +10.5% |
| 6M | -25.0% | -42.8% | +17.8% | -22.1% |
| YTD | +4.8% | +16.3% | -11.4% | +1.7% |
| 1Y | +3.6% | +8.0% | -4.4% | +0.6% |
| 3Y | +51.5% | +1,263.3% | -1,211.8% | +7.8% |
| 5Y | +19.7% | -53.5% | +73.2% | +1.2% |
| All | +19.7% | -53.4% | +73.1% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling