+152.0%
QQQM vs WULF
+475.8%
-323.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | +0.7% |
| 7D | -0.6% | +1.4% | -2.0% | -0.7% |
| 30D | -1.2% | -2.6% | +1.4% | -1.2% |
| 3M | -0.1% | -34.0% | +33.9% | +1.8% |
| 6M | +18.0% | +10.0% | +8.0% | +16.5% |
| YTD | +16.7% | +45.7% | -29.0% | +12.9% |
| 1Y | +23.0% | +57.3% | -34.3% | +17.8% |
| 3Y | +93.3% | +878.9% | -785.6% | +58.7% |
| 5Y | +96.3% | -28.3% | +124.6% | +61.7% |
| All | +152.0% | +475.8% | -323.8% | +123.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling