-30.9%
WULF vs SPG
+103.4%
-134.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.1% | -5.8% | -5.8% |
| 7D | -0.6% | -2.2% | +1.6% | +1.5% |
| 30D | -3.6% | -5.8% | +2.1% | +1.4% |
| 3M | -30.4% | -2.8% | -27.6% | -30.5% |
| 6M | +12.5% | +8.9% | +3.6% | +1.0% |
| YTD | +40.5% | +14.3% | +26.2% | +19.3% |
| 1Y | +53.0% | +19.5% | +33.5% | +22.7% |
| 3Y | +796.7% | +106.9% | +689.8% | +342.2% |
| 5Y | -30.9% | +108.7% | -139.6% | -69.1% |
| All | -30.9% | +103.4% | -134.3% | -69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling