-22.1%
WULF vs SPGI
+3.2%
-25.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.4% | -10.0% | -4.7% |
| 7D | -12.8% | +7.2% | -20.0% | -9.2% |
| 30D | -20.9% | +23.2% | -44.1% | -11.8% |
| 3M | -38.0% | +17.0% | -55.1% | -32.3% |
| 6M | -47.5% | +20.4% | -67.9% | -41.2% |
| YTD | +1.8% | -1.9% | +3.7% | +0.6% |
| 1Y | -22.1% | +2.9% | -24.9% | -20.4% |
| All | -22.1% | +3.2% | -25.3% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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