-17.3%
MCD vs WULF
+83.4%
-100.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.5% |
| 7D | -2.8% | +7.6% | -10.4% | -2.6% |
| 30D | -6.0% | -8.6% | +2.6% | -6.2% |
| 3M | -5.6% | -37.0% | +31.4% | -6.2% |
| 6M | -21.9% | +7.4% | -29.3% | -21.7% |
| YTD | -14.7% | +43.7% | -58.4% | -13.8% |
| 1Y | -17.3% | +86.1% | -103.4% | -17.1% |
| All | -17.3% | +83.4% | -100.7% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 WULF 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