+57.3%
WULF vs SPG
+19.1%
+38.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | +1.4% | -1.2% | +2.5% | +1.0% |
| 30D | -2.6% | -6.1% | +3.5% | -4.9% |
| 3M | -34.0% | -3.6% | -30.3% | -36.4% |
| 6M | +10.0% | +10.4% | -0.4% | +5.3% |
| YTD | +45.7% | +14.4% | +31.3% | +46.5% |
| 1Y | +57.3% | +16.5% | +40.8% | +61.5% |
| All | +57.3% | +19.1% | +38.3% | +61.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling