+92.9%
QQQ vs WULF
+830.0%
-737.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | +0.6% |
| 7D | -0.6% | +1.4% | -2.0% | -0.7% |
| 30D | -1.2% | -2.6% | +1.4% | -1.2% |
| 3M | -0.2% | -34.0% | +33.8% | +2.3% |
| 6M | +17.9% | +10.0% | +7.9% | +16.0% |
| YTD | +16.6% | +45.7% | -29.0% | +11.8% |
| 1Y | +23.0% | +57.3% | -34.3% | +16.3% |
| 3Y | +92.9% | +878.9% | -786.0% | +57.8% |
| All | +92.9% | +830.0% | -737.1% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling