+5.7%
WULF vs QLD
+11.5%
-5.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +4.6% | +1.7% | +0.4% |
| 7D | +14.2% | -1.2% | +15.4% | +16.1% |
| 30D | -0.1% | -15.7% | +15.6% | +26.1% |
| 3M | -20.2% | -10.0% | -10.2% | -6.6% |
| 6M | -42.8% | -11.2% | -31.6% | -33.5% |
| YTD | +16.3% | +16.4% | -0.1% | -7.7% |
| All | +5.7% | +11.5% | -5.8% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling