+187.4%
WULF vs QID
-100.0%
+287.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.3% | -8.1% | -5.0% |
| 7D | -0.6% | +2.7% | -3.3% | +0.4% |
| 30D | -3.6% | +3.3% | -7.0% | -2.2% |
| 3M | -30.4% | -5.5% | -24.9% | -30.0% |
| 6M | +12.5% | -28.4% | +40.9% | +6.1% |
| YTD | +40.5% | -26.6% | +67.0% | +34.8% |
| 1Y | +53.0% | -34.1% | +87.1% | +44.2% |
| 3Y | +796.7% | -73.7% | +870.4% | +675.2% |
| 5Y | -30.9% | -80.7% | +49.8% | -39.4% |
| 10Y | +76.1% | -99.1% | +175.3% | +20.6% |
| All | +187.4% | -100.0% | +287.4% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling