+32.0%
WULF vs QLD
+1,470.2%
-1,438.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +6.8% | +2.1% | +5.1% |
| 7D | +13.2% | -1.4% | +14.6% | +14.7% |
| 30D | -10.1% | -19.6% | +9.5% | +2.9% |
| 3M | -27.5% | -14.1% | -13.4% | -19.6% |
| 6M | -47.1% | -13.6% | -33.4% | -40.9% |
| YTD | +7.7% | +12.5% | -4.8% | +6.2% |
| 1Y | -11.2% | +13.1% | -24.3% | -12.2% |
| 3Y | +1,217.0% | +154.7% | +1,062.3% | +914.9% |
| 5Y | -57.0% | +81.1% | -138.1% | -67.2% |
| 10Y | +32.0% | +1,418.0% | -1,386.0% | -12.7% |
| All | +32.0% | +1,470.2% | -1,438.2% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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