+22.7%
WULF vs Q
+79.8%
-57.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +1.7% |
| 7D | +1.4% | +4.9% | -3.5% | -2.4% |
| 30D | -2.6% | -11.0% | +8.4% | +7.2% |
| 3M | -34.0% | -15.2% | -18.8% | -26.0% |
| 6M | +10.0% | +8.8% | +1.1% | -0.5% |
| YTD | +45.7% | +55.1% | -9.4% | +0.5% |
| All | +22.7% | +79.8% | -57.0% | -12.7% |
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