-22.1%
WULF vs QXO
-25.8%
+3.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +8.1% | -14.7% | -10.0% |
| 7D | -12.8% | +16.6% | -29.4% | -19.0% |
| 30D | -20.9% | +6.6% | -27.5% | -23.7% |
| 3M | -38.0% | -17.5% | -20.6% | -33.4% |
| 6M | -47.5% | -33.8% | -13.7% | -37.6% |
| YTD | +1.8% | -34.4% | +36.2% | +20.6% |
| 1Y | -22.1% | -25.0% | +2.9% | -7.8% |
| All | -22.1% | -25.8% | +3.8% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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