+38.9%
QCOM vs WULF
-29.7%
+68.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.4% | +1.7% |
| 7D | +4.4% | +15.6% | -11.2% | +3.0% |
| 30D | +9.4% | +5.7% | +3.6% | +8.6% |
| 3M | -13.7% | -32.3% | +18.6% | -11.2% |
| 6M | +28.9% | +23.7% | +5.2% | +25.6% |
| YTD | +4.7% | +49.1% | -44.3% | -0.1% |
| 1Y | +13.5% | +66.3% | -52.8% | +6.1% |
| 3Y | +77.1% | +851.7% | -774.6% | +29.3% |
| 5Y | +38.9% | -30.9% | +69.8% | +11.7% |
| All | +38.9% | -29.7% | +68.6% | +11.7% |
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