+57.3%
WULF vs QSR
+28.6%
+28.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.9% |
| 7D | +1.4% | -4.0% | +5.4% | +0.1% |
| 30D | -2.6% | +2.8% | -5.4% | -1.6% |
| 3M | -34.0% | +5.1% | -39.1% | -32.3% |
| 6M | +10.0% | +8.8% | +1.2% | +12.7% |
| YTD | +45.7% | +14.8% | +30.9% | +50.3% |
| 1Y | +57.3% | +25.7% | +31.6% | +62.9% |
| All | +57.3% | +28.6% | +28.7% | +62.9% |
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