+1,695.0%
WULF vs SPGI
+10,587.1%
-8,892.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.0% |
| 7D | +7.6% | +0.1% | +7.4% | +7.6% |
| 30D | -8.6% | +8.4% | -17.0% | -10.0% |
| 3M | -37.0% | +11.8% | -48.8% | -38.6% |
| 6M | +7.4% | +5.7% | +1.7% | +5.4% |
| YTD | +43.7% | -9.7% | +53.4% | +44.3% |
| 1Y | +86.1% | -12.5% | +98.6% | +88.0% |
| 3Y | +733.8% | +21.8% | +712.0% | +700.3% |
| 5Y | -33.6% | +8.2% | -41.8% | -35.3% |
| 10Y | +76.1% | +309.5% | -233.5% | +47.5% |
| All | +1,695.0% | +10,587.1% | -8,892.1% | +980.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling