-26.7%
WULF vs QLD
+120.9%
-147.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.2% | +8.3% | +8.3% |
| 7D | +21.9% | +3.0% | +18.9% | +18.7% |
| 30D | +4.6% | -1.8% | +6.4% | +6.7% |
| 3M | -30.9% | -1.8% | -29.1% | -29.5% |
| 6M | +29.9% | +36.9% | -7.0% | -3.0% |
| YTD | +55.4% | +28.7% | +26.8% | +24.1% |
| 1Y | +94.1% | +41.9% | +52.2% | +41.9% |
| 3Y | +892.2% | +184.2% | +708.0% | +353.6% |
| 5Y | -26.7% | +122.1% | -148.9% | -63.0% |
| All | -26.7% | +120.9% | -147.6% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling