+878.9%
WULF vs QXO
-47.1%
+926.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.6% | +3.7% |
| 7D | +1.4% | -7.8% | +9.2% | +2.1% |
| 30D | -2.6% | -18.1% | +15.5% | -0.9% |
| 3M | -34.0% | -25.8% | -8.2% | -32.4% |
| 6M | +10.0% | -41.7% | +51.7% | +15.0% |
| YTD | +45.7% | -36.2% | +81.9% | +51.3% |
| 1Y | +57.3% | -42.1% | +99.4% | +64.3% |
| 3Y | +878.9% | -46.2% | +925.1% | +765.9% |
| All | +878.9% | -47.1% | +926.0% | +765.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling