+73.4%
WULF vs QLD
+41.5%
+31.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.2% | +8.3% | +8.4% |
| 7D | +21.9% | +3.0% | +18.9% | +18.1% |
| 30D | +4.6% | -1.8% | +6.4% | +7.1% |
| 3M | -30.9% | -1.8% | -29.1% | -30.4% |
| 6M | +29.9% | +36.9% | -7.0% | -12.3% |
| YTD | +55.4% | +28.7% | +26.8% | +12.5% |
| All | +73.4% | +41.5% | +31.9% | +30.7% |
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 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