+1,654.8%
WULF vs MKC
+1,884.6%
-229.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.0% | -5.7% |
| 7D | -0.6% | -2.8% | +2.3% | -0.4% |
| 30D | -3.6% | -3.4% | -0.3% | -3.6% |
| 3M | -30.4% | +3.8% | -34.2% | -30.8% |
| 6M | +12.5% | -17.9% | +30.4% | +13.6% |
| YTD | +40.5% | -23.6% | +64.1% | +42.5% |
| 1Y | +53.0% | -23.1% | +76.1% | +55.0% |
| 3Y | +796.7% | -31.5% | +828.2% | +811.0% |
| 5Y | -30.9% | -33.1% | +2.2% | -30.0% |
| 10Y | +76.1% | +29.3% | +46.8% | +68.5% |
| All | +1,654.8% | +1,884.6% | -229.9% | +1,260.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling