+34.7%
WULF vs SPGI
+333.9%
-299.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.6% |
| 7D | +11.0% | +1.2% | +9.8% | +10.6% |
| 30D | +9.4% | +15.9% | -6.6% | +3.5% |
| 3M | -22.6% | +12.3% | -34.9% | -26.2% |
| 6M | -45.4% | +23.7% | -69.1% | -50.8% |
| YTD | +9.8% | -3.5% | +13.4% | +8.1% |
| 1Y | +8.0% | +0.4% | +7.6% | +4.2% |
| 3Y | +1,149.5% | +29.9% | +1,119.6% | +995.6% |
| 5Y | -55.6% | +15.2% | -70.8% | -61.2% |
| All | +34.7% | +333.9% | -299.2% | +25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling