+86.1%
WULF vs QSR
+33.2%
+52.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +7.6% | +2.4% | +5.1% | +8.3% |
| 30D | -8.6% | +7.6% | -16.3% | -6.4% |
| 3M | -37.0% | +12.6% | -49.6% | -34.2% |
| 6M | +7.4% | +14.4% | -7.0% | +11.5% |
| YTD | +43.7% | +19.6% | +24.1% | +50.2% |
| 1Y | +86.1% | +33.9% | +52.3% | +93.3% |
| All | +86.1% | +33.2% | +52.9% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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