+10.0%
WULF vs MCO
+5.6%
+4.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +4.7% |
| 7D | +1.4% | -3.8% | +5.2% | -1.1% |
| 30D | -2.6% | -0.4% | -2.2% | -2.4% |
| 3M | -34.0% | +7.7% | -41.7% | -32.3% |
| 6M | +10.0% | +7.0% | +3.0% | +13.3% |
| All | +10.0% | +5.6% | +4.4% | +13.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling