-22.1%
WULF vs QSR
+23.8%
-45.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +5.5% | -12.1% | -3.7% |
| 7D | -12.8% | +5.2% | -18.0% | -10.1% |
| 30D | -20.9% | +12.2% | -33.1% | -15.8% |
| 3M | -38.0% | +7.0% | -45.1% | -34.8% |
| 6M | -47.5% | -0.3% | -47.2% | -45.1% |
| YTD | +1.8% | +18.0% | -16.2% | +13.1% |
| 1Y | -22.1% | +22.6% | -44.7% | -17.1% |
| All | -22.1% | +23.8% | -45.9% | -17.1% |
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