+30.9%
WULF vs Q
+75.3%
-44.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.3% | +5.8% | +6.3% |
| 7D | +21.9% | +6.7% | +15.2% | +15.8% |
| 30D | +4.6% | -10.6% | +15.2% | +14.9% |
| 3M | -30.9% | -14.6% | -16.3% | -22.7% |
| 6M | +29.9% | +12.1% | +17.8% | +14.9% |
| YTD | +55.4% | +51.3% | +4.2% | +9.4% |
| All | +30.9% | +75.3% | -44.4% | -5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling