-34.4%
WULF vs MCK
+27.9%
-62.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +0.2% | -14.1% | -13.7% |
| 7D | -20.9% | +9.3% | -30.2% | -15.8% |
| 30D | -32.7% | +16.3% | -49.0% | -25.2% |
| 3M | -44.2% | +22.3% | -66.5% | -35.9% |
| 6M | -57.1% | +34.1% | -91.2% | -46.5% |
| YTD | -12.3% | +31.1% | -43.3% | +12.8% |
| 1Y | -34.4% | +27.5% | -61.8% | -13.5% |
| All | -34.4% | +27.9% | -62.2% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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