+86.1%
WULF vs QID
-38.2%
+124.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.3% |
| 7D | +7.6% | -0.6% | +8.2% | +7.1% |
| 30D | -8.6% | 0.0% | -8.6% | -7.9% |
| 3M | -37.0% | +3.7% | -40.7% | -30.0% |
| 6M | +7.4% | -29.9% | +37.3% | -21.7% |
| YTD | +43.7% | -28.8% | +72.5% | +8.0% |
| 1Y | +86.1% | -37.2% | +123.3% | +44.7% |
| All | +86.1% | -38.2% | +124.3% | +44.7% |
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