+192.0%
WULF vs QLD
+9,036.4%
-8,844.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +7.6% | +0.6% | +7.0% | +7.4% |
| 30D | -8.6% | -0.1% | -8.5% | -8.5% |
| 3M | -37.0% | -8.4% | -28.6% | -34.7% |
| 6M | +7.4% | +32.2% | -24.8% | -0.2% |
| YTD | +43.7% | +28.9% | +14.8% | +35.0% |
| 1Y | +86.1% | +43.8% | +42.3% | +70.0% |
| 3Y | +733.8% | +176.6% | +557.2% | +584.2% |
| 5Y | -33.6% | +121.6% | -155.2% | -45.2% |
| 10Y | +76.1% | +1,652.9% | -1,576.9% | +13.0% |
| All | +192.0% | +9,036.4% | -8,844.4% | +22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling