+23.7%
WULF vs MKC
-18.2%
+41.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -4.6% |
| 7D | +15.6% | -4.3% | +19.9% | +12.4% |
| 30D | +5.7% | -3.1% | +8.8% | +3.9% |
| 3M | -32.3% | +6.8% | -39.1% | -31.1% |
| 6M | +23.7% | -18.3% | +42.0% | +28.1% |
| All | +23.7% | -18.2% | +41.9% | +28.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling