+86.1%
WULF vs QXO
-34.8%
+120.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.1% |
| 7D | +7.6% | -1.3% | +8.8% | +8.2% |
| 30D | -8.6% | -16.0% | +7.4% | -1.9% |
| 3M | -37.0% | -17.7% | -19.2% | -32.6% |
| 6M | +7.4% | -42.6% | +50.0% | +34.3% |
| YTD | +43.7% | -30.8% | +74.5% | +68.3% |
| 1Y | +86.1% | -35.3% | +121.5% | +120.5% |
| All | +86.1% | -34.8% | +120.9% | +120.5% |
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