+57.3%
WULF vs SPGI
-19.0%
+76.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | +1.4% | -7.4% | +8.8% | -1.1% |
| 30D | -2.6% | +0.4% | -3.0% | -2.2% |
| 3M | -34.0% | +5.3% | -39.2% | -33.0% |
| 6M | +10.0% | +1.7% | +8.3% | +11.8% |
| YTD | +45.7% | -16.4% | +62.0% | +44.1% |
| 1Y | +57.3% | -20.5% | +77.8% | +66.2% |
| All | +57.3% | -19.0% | +76.4% | +66.2% |
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