-30.9%
WULF vs SPY
+79.8%
-110.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.6% | -5.2% | -4.3% |
| 7D | -0.6% | -2.0% | +1.4% | +4.6% |
| 30D | -3.6% | -1.7% | -2.0% | +0.6% |
| 3M | -30.4% | +4.7% | -35.1% | -37.5% |
| 6M | +12.5% | +12.5% | 0.0% | -13.0% |
| YTD | +40.5% | +11.7% | +28.7% | +12.2% |
| 1Y | +53.0% | +17.5% | +35.5% | +9.4% |
| 3Y | +796.7% | +76.6% | +720.1% | +224.2% |
| 5Y | -30.9% | +82.0% | -112.9% | -74.5% |
| All | -30.9% | +79.8% | -110.6% | -74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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