-24.7%
WULF vs MCO
+28.6%
-53.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +2.5% |
| 7D | +1.4% | -3.8% | +5.2% | +4.3% |
| 30D | -2.6% | -0.4% | -2.2% | -2.9% |
| 3M | -34.0% | +7.7% | -41.7% | -39.9% |
| 6M | +10.0% | +7.0% | +3.0% | -1.0% |
| YTD | +45.7% | -6.4% | +52.1% | +44.0% |
| 1Y | +57.3% | -7.6% | +65.0% | +56.7% |
| 3Y | +878.9% | +43.2% | +835.7% | +542.4% |
| All | -24.7% | +28.6% | -53.4% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 5y: compounded portfolio wealth divided by compounded MCO 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…
5y analysis · Full analysis span regression · 6 months rolling