-3.9%
MCD vs WULF
-22.8%
+18.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -6.6% | +13.2% | +6.3% |
| 7D | +11.9% | -12.8% | +24.7% | +11.4% |
| 30D | +20.2% | -20.9% | +41.1% | +19.5% |
| 3M | +5.2% | -38.0% | +43.2% | +3.9% |
| 6M | 0.0% | -47.5% | +47.5% | -1.3% |
| YTD | -6.5% | +1.8% | -8.3% | -6.2% |
| 1Y | -3.9% | -22.1% | +18.1% | -4.4% |
| All | -3.9% | -22.8% | +18.9% | -4.4% |
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