+86.1%
WULF vs MKC
-23.4%
+109.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.3% |
| 7D | +7.6% | -5.9% | +13.4% | +5.0% |
| 30D | -8.6% | -0.9% | -7.8% | -8.8% |
| 3M | -37.0% | +12.7% | -49.7% | -35.5% |
| 6M | +7.4% | -19.3% | +26.7% | +5.8% |
| YTD | +43.7% | -22.2% | +65.8% | +37.4% |
| 1Y | +86.1% | -23.3% | +109.5% | +86.0% |
| All | +86.1% | -23.4% | +109.5% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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