+82.7%
WULF vs QSR
+135.2%
-52.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.5% |
| 7D | +1.4% | -4.0% | +5.4% | +2.8% |
| 30D | -2.6% | +2.8% | -5.4% | -3.5% |
| 3M | -34.0% | +5.1% | -39.1% | -35.6% |
| 6M | +10.0% | +8.8% | +1.2% | +5.3% |
| YTD | +45.7% | +14.8% | +30.9% | +35.7% |
| 1Y | +57.3% | +25.7% | +31.6% | +41.1% |
| 3Y | +878.9% | +27.5% | +851.4% | +790.0% |
| 5Y | -28.3% | +41.3% | -69.6% | -37.3% |
| All | +82.7% | +135.2% | -52.5% | +48.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling