-22.1%
WULF vs QID
-21.1%
-1.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.8% | -4.8% | -9.0% |
| 7D | -12.8% | +9.8% | -22.6% | -0.6% |
| 30D | -20.9% | +18.9% | -39.8% | +2.4% |
| 3M | -38.0% | +9.6% | -47.6% | -26.1% |
| 6M | -47.5% | -7.8% | -39.7% | -47.0% |
| YTD | +1.8% | -23.3% | +25.2% | -16.0% |
| 1Y | -22.1% | -22.0% | 0.0% | -31.8% |
| All | -22.1% | -21.1% | -1.0% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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