+82.7%
WULF vs SPG
+64.5%
+18.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | +1.4% | -1.2% | +2.5% | +1.8% |
| 30D | -2.6% | -6.1% | +3.5% | -0.7% |
| 3M | -34.0% | -3.6% | -30.3% | -33.7% |
| 6M | +10.0% | +10.4% | -0.4% | +5.8% |
| YTD | +45.7% | +14.4% | +31.3% | +38.2% |
| 1Y | +57.3% | +16.5% | +40.8% | +47.8% |
| 3Y | +878.9% | +106.8% | +772.2% | +697.5% |
| 5Y | -28.3% | +108.9% | -137.2% | -42.0% |
| All | +82.7% | +64.5% | +18.2% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling