-22.1%
WULF vs Q
+19.7%
-41.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.1% | -6.5% | -6.5% |
| 7D | -12.8% | -3.3% | -9.6% | -9.8% |
| 30D | -20.9% | -9.7% | -11.2% | -12.8% |
| 3M | -38.0% | -16.1% | -21.9% | -27.3% |
| 6M | -47.5% | -15.7% | -31.8% | -40.4% |
| YTD | +1.8% | +45.7% | -43.9% | -27.3% |
| 1Y | -22.1% | +18.0% | -40.1% | -36.6% |
| All | -22.1% | +19.7% | -41.7% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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