+410.0%
WULF vs QS
-46.4%
+456.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.2% |
| 7D | +1.4% | -3.6% | +5.0% | +2.4% |
| 30D | -2.6% | -17.2% | +14.6% | +2.3% |
| 3M | -34.0% | -27.0% | -7.0% | -28.8% |
| 6M | +10.0% | -24.6% | +34.6% | +18.1% |
| YTD | +45.7% | -49.3% | +95.0% | +72.9% |
| 1Y | +57.3% | -40.3% | +97.7% | +75.7% |
| 3Y | +878.9% | -23.8% | +902.8% | +849.9% |
| 5Y | -28.3% | -75.0% | +46.6% | -24.1% |
| All | +410.0% | -46.4% | +456.4% | +289.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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