+1,841.8%
WULF vs SPY
+2,952.7%
-1,110.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.5% | +8.7% | +8.4% |
| 7D | +21.9% | +0.5% | +21.4% | +21.6% |
| 30D | +4.6% | -0.9% | +5.5% | +5.1% |
| 3M | -30.9% | +3.9% | -34.8% | -31.9% |
| 6M | +29.9% | +14.5% | +15.4% | +23.3% |
| YTD | +55.4% | +12.9% | +42.5% | +49.1% |
| 1Y | +94.1% | +19.4% | +74.8% | +82.4% |
| 3Y | +892.2% | +78.5% | +813.8% | +746.2% |
| 5Y | -26.7% | +81.8% | -108.5% | -37.1% |
| 10Y | +94.0% | +311.5% | -217.5% | +45.3% |
| All | +1,841.8% | +2,952.7% | -1,110.9% | +1,286.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling