+23.7%
WULF vs QID
-33.1%
+56.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -3.5% |
| 7D | +15.6% | -1.9% | +17.5% | +13.3% |
| 30D | +5.7% | +1.7% | +4.0% | +8.6% |
| 3M | -32.3% | -3.9% | -28.4% | -32.7% |
| 6M | +23.7% | -30.0% | +53.7% | -12.0% |
| All | +23.7% | -33.1% | +56.8% | -12.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling