+878.9%
WULF vs MCK
+112.3%
+766.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.8% |
| 7D | +1.4% | -2.9% | +4.3% | -0.1% |
| 30D | -2.6% | +0.4% | -3.0% | -2.2% |
| 3M | -34.0% | +12.1% | -46.1% | -28.8% |
| 6M | +10.0% | -5.4% | +15.4% | +11.3% |
| YTD | +45.7% | +7.8% | +37.9% | +59.0% |
| 1Y | +57.3% | +22.9% | +34.4% | +83.7% |
| 3Y | +878.9% | +110.7% | +768.2% | +2,204.8% |
| All | +878.9% | +112.3% | +766.6% | +2,204.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling