-26.6%
WULF vs SPGI
+2.0%
-28.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -2.4% |
| 7D | +15.6% | -3.1% | +18.7% | +17.9% |
| 30D | +5.7% | +2.0% | +3.7% | +3.6% |
| 3M | -32.3% | +4.3% | -36.6% | -36.8% |
| 6M | +23.7% | -0.2% | +23.9% | +17.9% |
| YTD | +49.1% | -14.8% | +63.9% | +58.2% |
| 1Y | +66.3% | -18.5% | +84.9% | +83.6% |
| 3Y | +851.7% | +16.0% | +835.7% | +620.4% |
| All | -26.6% | +2.0% | -28.7% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling