+992.0%
WULF vs MCK
+6,818.8%
-5,826.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | +1.4% | -2.9% | +4.3% | +1.6% |
| 30D | -2.6% | +0.4% | -3.0% | -2.7% |
| 3M | -34.0% | +12.1% | -46.1% | -34.6% |
| 6M | +10.0% | -5.4% | +15.4% | +10.1% |
| YTD | +45.7% | +7.8% | +37.9% | +44.2% |
| 1Y | +57.3% | +22.9% | +34.4% | +54.1% |
| 3Y | +878.9% | +110.7% | +768.2% | +807.1% |
| 5Y | -28.3% | +346.2% | -374.5% | -38.7% |
| 10Y | +82.7% | +440.1% | -357.5% | +50.5% |
| All | +992.0% | +6,818.8% | -5,826.8% | +846.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling