-45.4%
WULF vs SPGI
+19.9%
-65.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -2.3% |
| 7D | +11.0% | +1.2% | +9.8% | +12.1% |
| 30D | +9.4% | +15.9% | -6.6% | +23.2% |
| 3M | -22.6% | +12.3% | -34.9% | -14.3% |
| 6M | -45.4% | +23.7% | -69.1% | -29.9% |
| All | -45.4% | +19.9% | -65.3% | -29.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling