+878.9%
WULF vs MKC
-31.4%
+910.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.8% |
| 7D | +1.4% | -1.5% | +2.9% | +1.2% |
| 30D | -2.6% | -3.1% | +0.5% | -3.0% |
| 3M | -34.0% | +5.2% | -39.2% | -34.2% |
| 6M | +10.0% | -12.8% | +22.8% | +10.9% |
| YTD | +45.7% | -23.3% | +69.0% | +47.5% |
| 1Y | +57.3% | -24.1% | +81.4% | +59.6% |
| 3Y | +878.9% | -32.1% | +911.1% | +953.2% |
| All | +878.9% | -31.4% | +910.3% | +953.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling