+82.7%
WULF vs QID
-99.2%
+181.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.8% | +5.5% | +2.8% |
| 7D | +1.4% | +1.3% | +0.1% | +2.2% |
| 30D | -2.6% | +2.9% | -5.6% | -0.5% |
| 3M | -34.0% | -0.7% | -33.2% | -32.1% |
| 6M | +10.0% | -29.7% | +39.7% | -1.5% |
| YTD | +45.7% | -27.9% | +73.6% | +34.1% |
| 1Y | +57.3% | -34.6% | +91.9% | +41.2% |
| 3Y | +878.9% | -73.5% | +952.5% | +659.8% |
| 5Y | -28.3% | -81.0% | +52.7% | -45.5% |
| All | +82.7% | -99.2% | +181.8% | +24.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling