-24.7%
WULF vs QSR
+40.5%
-65.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.3% |
| 7D | +1.4% | -4.0% | +5.4% | +4.0% |
| 30D | -2.6% | +2.8% | -5.4% | -4.4% |
| 3M | -34.0% | +5.1% | -39.1% | -37.2% |
| 6M | +10.0% | +8.8% | +1.2% | +0.2% |
| YTD | +45.7% | +14.8% | +30.9% | +24.8% |
| 1Y | +57.3% | +25.7% | +31.6% | +23.1% |
| 3Y | +878.9% | +27.5% | +851.4% | +665.7% |
| All | -24.7% | +40.5% | -65.3% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling